+1,001.8%
ORCL vs WPM
+5,236.6%
-4,234.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.4% |
| 7D | -11.2% | +16.9% | -28.1% | -13.1% |
| 30D | -18.8% | +2.0% | -20.8% | -19.1% |
| 3M | -18.8% | +8.9% | -27.7% | -19.8% |
| 6M | -39.7% | +1.6% | -41.3% | -40.0% |
| YTD | -39.6% | +16.5% | -56.1% | -41.3% |
| 1Y | -51.7% | +42.2% | -93.9% | -54.2% |
| 3Y | +10.2% | +213.3% | -203.1% | -5.7% |
| 5Y | +30.8% | +249.9% | -219.1% | +9.3% |
| 10Y | +252.1% | +549.4% | -297.3% | +162.9% |
| All | +1,001.8% | +5,236.6% | -4,234.7% | +500.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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