+33,471.1%
ORCL vs WMT
+9,495.6%
+23,975.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.6% |
| 7D | +5.3% | +3.9% | +1.3% | +3.5% |
| 30D | +10.0% | -4.4% | +14.4% | +11.8% |
| 3M | -32.6% | -8.8% | -23.8% | -30.4% |
| 6M | +4.9% | -15.6% | +20.6% | +10.8% |
| YTD | -17.8% | -3.2% | -14.5% | -18.7% |
| 1Y | -28.0% | +7.0% | -35.0% | -32.9% |
| 3Y | +36.0% | +105.3% | -69.3% | -7.6% |
| 5Y | +88.7% | +129.3% | -40.5% | +20.0% |
| 10Y | +346.9% | +423.9% | -77.0% | +88.4% |
| All | +33,471.1% | +9,495.6% | +23,975.6% | +2,816.7% |
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