+10.6%
ORCL vs WSM
+264.9%
-254.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.0% | +0.2% | +2.5% |
| 7D | +0.5% | +0.9% | -0.4% | +0.2% |
| 30D | -15.3% | +8.6% | -23.8% | -17.0% |
| 3M | -18.2% | +4.2% | -22.5% | -19.2% |
| 6M | -38.4% | +44.6% | -83.0% | -43.8% |
| YTD | -37.7% | +48.5% | -86.2% | -43.6% |
| 1Y | -49.3% | +34.7% | -83.9% | -53.1% |
| 3Y | +10.6% | +271.0% | -260.4% | -20.1% |
| All | +10.6% | +264.9% | -254.3% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling