-49.5%
ORCL vs WMT
+27.5%
-77.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -0.1% |
| 7D | -14.4% | +8.8% | -23.2% | -10.3% |
| 30D | -12.8% | +22.9% | -35.8% | -3.5% |
| 3M | -14.8% | +16.1% | -30.9% | -7.3% |
| 6M | -30.9% | -0.5% | -30.4% | -29.1% |
| YTD | -35.7% | +16.7% | -52.3% | -28.5% |
| 1Y | -49.5% | +27.4% | -76.8% | -42.5% |
| All | -49.5% | +27.5% | -77.0% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 1y: compounded portfolio wealth divided by compounded WMT 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…
1y analysis · Full analysis span regression · 6 months rolling