+32.1%
ORCL vs WMT
+99.8%
-67.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.6% |
| 7D | +10.9% | -0.2% | +11.1% | +10.9% |
| 30D | +7.0% | -5.8% | +12.8% | +6.9% |
| 3M | -21.2% | -10.8% | -10.4% | -21.3% |
| 6M | +7.4% | -14.3% | +21.7% | +7.1% |
| YTD | -16.3% | -4.4% | -11.9% | -17.7% |
| 1Y | -32.3% | +4.3% | -36.6% | -34.7% |
| All | +32.1% | +99.8% | -67.6% | +6.0% |
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