+35.5%
ORCL vs WMT
+168.4%
-132.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | +0.5% | -1.6% | +2.1% | +0.6% |
| 30D | -15.3% | +12.9% | -28.1% | -16.3% |
| 3M | -18.2% | +12.6% | -30.8% | -19.2% |
| 6M | -38.4% | -3.4% | -35.0% | -37.8% |
| YTD | -37.7% | +13.5% | -51.2% | -39.7% |
| 1Y | -49.3% | +23.5% | -72.8% | -52.1% |
| 3Y | +10.6% | +137.3% | -126.7% | -18.5% |
| 5Y | +35.5% | +167.9% | -132.4% | -9.8% |
| All | +35.5% | +168.4% | -132.9% | -9.8% |
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