+270.3%
ORCL vs WMT
+538.2%
-267.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.8% |
| 7D | +8.0% | +2.0% | +5.9% | +7.4% |
| 30D | -4.0% | +10.3% | -14.3% | -6.8% |
| 3M | -19.5% | +11.0% | -30.4% | -22.2% |
| 6M | -33.5% | -2.3% | -31.1% | -33.5% |
| YTD | -34.8% | +15.7% | -50.5% | -39.2% |
| 1Y | -41.6% | +26.0% | -67.6% | -47.5% |
| 3Y | +13.8% | +136.5% | -122.7% | -23.7% |
| 5Y | +43.4% | +176.8% | -133.5% | -11.7% |
| All | +270.3% | +538.2% | -267.9% | +85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling