+25,321.1%
ORCL vs WMT
+11,154.2%
+14,166.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.1% |
| 7D | +0.5% | -1.6% | +2.1% | +1.0% |
| 30D | -15.3% | +12.9% | -28.1% | -20.1% |
| 3M | -18.2% | +12.6% | -30.8% | -23.2% |
| 6M | -38.4% | -3.4% | -35.0% | -38.9% |
| YTD | -37.7% | +13.5% | -51.2% | -43.0% |
| 1Y | -49.3% | +23.5% | -72.8% | -55.6% |
| 3Y | +10.6% | +137.3% | -126.7% | -30.0% |
| 5Y | +35.5% | +167.9% | -132.4% | -20.1% |
| 10Y | +251.6% | +526.6% | -275.0% | +36.1% |
| All | +25,321.1% | +11,154.2% | +14,166.9% | +1,943.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling