+246.0%
ORCL vs WSM
+1,226.6%
-980.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -6.5% | +3.1% | -9.6% | -7.1% |
| 30D | -16.6% | +8.5% | -25.1% | -18.1% |
| 3M | -21.6% | +4.6% | -26.2% | -22.5% |
| 6M | -39.4% | +44.5% | -83.9% | -44.0% |
| YTD | -38.7% | +48.4% | -87.1% | -43.8% |
| 1Y | -50.4% | +36.2% | -86.5% | -53.8% |
| 3Y | +8.1% | +268.8% | -260.7% | -19.0% |
| 5Y | +34.5% | +185.2% | -150.7% | +2.2% |
| 10Y | +246.0% | +1,175.8% | -929.8% | +95.3% |
| All | +246.0% | +1,226.6% | -980.6% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling