-50.4%
ORCL vs WMT
+23.9%
-74.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.6% |
| 7D | -6.5% | +0.6% | -7.1% | -6.2% |
| 30D | -16.6% | +12.8% | -29.3% | -11.2% |
| 3M | -21.6% | +11.7% | -33.3% | -16.5% |
| 6M | -39.4% | -3.5% | -35.8% | -38.8% |
| YTD | -38.7% | +13.4% | -52.1% | -33.0% |
| 1Y | -50.4% | +23.6% | -74.0% | -44.3% |
| All | -50.4% | +23.9% | -74.3% | -44.3% |
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