+244.8%
ORCL vs WST
+441.1%
-196.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.4% |
| 7D | -11.2% | -3.1% | -8.0% | -10.5% |
| 30D | -18.8% | +9.1% | -27.9% | -20.3% |
| 3M | -18.8% | +14.7% | -33.5% | -21.2% |
| 6M | -39.7% | +28.0% | -67.7% | -43.0% |
| YTD | -39.6% | +45.6% | -85.3% | -44.8% |
| 1Y | -51.7% | +45.7% | -97.4% | -55.9% |
| 3Y | +10.2% | +21.1% | -10.8% | -1.2% |
| 5Y | +30.8% | +0.3% | +30.5% | +21.4% |
| All | +244.8% | +441.1% | -196.4% | +81.7% |
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