+24,338.5%
ORCL vs WM
+29,154.7%
-4,816.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.1% | -7.2% |
| 7D | -17.5% | +4.5% | -22.0% | -18.4% |
| 30D | -20.2% | +16.1% | -36.2% | -23.2% |
| 3M | -19.9% | +8.0% | -28.0% | -21.8% |
| 6M | -37.4% | +8.4% | -45.8% | -39.3% |
| YTD | -40.1% | +11.2% | -51.3% | -42.4% |
| 1Y | -53.4% | +22.3% | -75.7% | -56.3% |
| 3Y | +10.4% | +50.2% | -39.8% | -2.4% |
| 5Y | +29.8% | +63.3% | -33.5% | +11.9% |
| 10Y | +249.2% | +355.0% | -105.8% | +138.6% |
| All | +24,338.5% | +29,154.7% | -4,816.2% | +10,002.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling