+275.4%
ORCL vs WST
+449.7%
-174.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +10.4% | +4.9% | +5.5% | +9.3% |
| 30D | -11.2% | +10.7% | -21.9% | -13.1% |
| 3M | -16.8% | +16.8% | -33.6% | -19.5% |
| 6M | -31.5% | +32.0% | -63.4% | -35.6% |
| YTD | -33.9% | +49.9% | -83.8% | -39.9% |
| 1Y | -43.3% | +50.6% | -93.9% | -48.6% |
| 3Y | +16.5% | +21.4% | -5.0% | +4.6% |
| 5Y | +45.4% | -0.6% | +46.0% | +35.7% |
| All | +275.4% | +449.7% | -174.3% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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