-31.1%
ORCL vs WSM
+14.1%
-45.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +15.0% | +2.6% | +12.4% | +14.5% |
| 30D | +10.5% | -9.5% | +20.1% | +12.1% |
| 3M | -23.0% | +12.9% | -35.9% | -24.3% |
| 6M | +7.0% | +23.0% | -16.1% | +2.9% |
| YTD | -15.8% | +28.9% | -44.7% | -18.2% |
| 1Y | -31.1% | +13.7% | -44.7% | -32.5% |
| All | -31.1% | +14.1% | -45.2% | -32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling