+91.4%
ORCL vs WSM
+179.2%
-87.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.6% |
| 7D | +5.3% | -3.3% | +8.5% | +6.1% |
| 30D | +10.0% | -8.4% | +18.4% | +12.2% |
| 3M | -32.6% | +9.7% | -42.2% | -34.2% |
| 6M | +4.9% | +16.7% | -11.7% | +0.8% |
| YTD | -17.8% | +28.7% | -46.4% | -22.9% |
| 1Y | -28.0% | +13.7% | -41.6% | -30.8% |
| 3Y | +36.0% | +230.1% | -194.1% | -0.1% |
| All | +91.4% | +179.2% | -87.7% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling