+251.6%
ORCL vs WST
+466.7%
-215.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.3% | -0.1% | +2.5% |
| 7D | +0.5% | +1.3% | -0.8% | +0.2% |
| 30D | -15.3% | +12.9% | -28.1% | -17.4% |
| 3M | -18.2% | +16.7% | -34.9% | -20.9% |
| 6M | -38.4% | +26.8% | -65.3% | -41.6% |
| YTD | -37.7% | +50.5% | -88.2% | -43.4% |
| 1Y | -49.3% | +52.9% | -102.1% | -54.2% |
| 3Y | +10.6% | +23.9% | -13.3% | -1.2% |
| 5Y | +35.5% | +1.0% | +34.5% | +25.9% |
| 10Y | +251.6% | +451.4% | -199.8% | +84.2% |
| All | +251.6% | +466.7% | -215.1% | +84.2% |
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