+33,471.1%
ORCL vs WSM
+34,755.7%
-1,284.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.6% |
| 7D | +5.3% | -3.3% | +8.5% | +6.0% |
| 30D | +10.0% | -8.4% | +18.4% | +12.0% |
| 3M | -32.6% | +9.7% | -42.2% | -34.1% |
| 6M | +4.9% | +16.7% | -11.7% | +1.1% |
| YTD | -17.8% | +28.7% | -46.4% | -22.5% |
| 1Y | -28.0% | +13.7% | -41.6% | -30.6% |
| 3Y | +36.0% | +230.1% | -194.1% | +1.5% |
| 5Y | +88.7% | +179.0% | -90.2% | +41.1% |
| 10Y | +346.9% | +1,002.5% | -655.6% | +129.4% |
| All | +33,471.1% | +34,755.7% | -1,284.6% | +6,369.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling