+246.0%
ORCL vs WMT
+524.7%
-278.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -6.5% | +0.6% | -7.1% | -6.7% |
| 30D | -16.6% | +12.8% | -29.3% | -19.6% |
| 3M | -21.6% | +11.7% | -33.3% | -24.5% |
| 6M | -39.4% | -3.5% | -35.8% | -39.2% |
| YTD | -38.7% | +13.4% | -52.1% | -42.5% |
| 1Y | -50.4% | +23.6% | -74.0% | -55.2% |
| 3Y | +8.1% | +133.9% | -125.8% | -27.4% |
| 5Y | +34.5% | +170.1% | -135.6% | -16.5% |
| 10Y | +246.0% | +523.5% | -277.5% | +73.5% |
| All | +246.0% | +524.7% | -278.7% | +73.5% |
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 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