+32.7%
ORCL vs WST
-15.6%
+48.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.2% |
| 7D | +5.3% | +0.7% | +4.5% | +5.2% |
| 30D | +10.0% | -3.1% | +13.1% | +10.4% |
| 3M | -32.6% | +7.2% | -39.8% | -33.2% |
| 6M | +4.9% | +36.8% | -31.9% | +0.9% |
| YTD | -17.8% | +23.8% | -41.6% | -20.2% |
| 1Y | -28.0% | +37.8% | -65.8% | -31.1% |
| All | +32.7% | -15.6% | +48.3% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling