+10.6%
ORCL vs WMT
+136.7%
-126.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | +0.5% | -1.6% | +2.1% | +0.3% |
| 30D | -15.3% | +12.9% | -28.1% | -14.3% |
| 3M | -18.2% | +12.6% | -30.8% | -17.1% |
| 6M | -38.4% | -3.4% | -35.0% | -37.5% |
| YTD | -37.7% | +13.5% | -51.2% | -37.9% |
| 1Y | -49.3% | +23.5% | -72.8% | -50.0% |
| 3Y | +10.6% | +137.3% | -126.7% | -4.0% |
| All | +10.6% | +136.7% | -126.1% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling