+94.3%
ORCL vs WMT
+130.5%
-36.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | +15.0% | +0.1% | +14.9% | +15.0% |
| 30D | +10.5% | -5.0% | +15.5% | +11.2% |
| 3M | -23.0% | -11.3% | -11.7% | -21.9% |
| 6M | +7.0% | -13.8% | +20.8% | +8.5% |
| YTD | -15.8% | -4.2% | -11.6% | -17.0% |
| 1Y | -31.1% | +4.6% | -35.6% | -34.1% |
| 3Y | +33.3% | +100.5% | -67.2% | +0.2% |
| 5Y | +94.3% | +129.7% | -35.4% | +35.8% |
| All | +94.3% | +130.5% | -36.2% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling