-43.3%
ORCL vs WMT
+23.1%
-66.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -0.8% |
| 7D | +10.4% | -1.2% | +11.6% | +9.7% |
| 30D | -11.2% | +12.4% | -23.6% | -5.7% |
| 3M | -16.8% | +9.0% | -25.8% | -12.3% |
| 6M | -31.5% | -3.0% | -28.5% | -30.7% |
| YTD | -33.9% | +14.0% | -47.9% | -27.5% |
| 1Y | -43.3% | +23.0% | -66.3% | -34.9% |
| All | -43.3% | +23.1% | -66.4% | -34.9% |
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