+42.7%
ORCL vs WST
+1.0%
+41.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.6% |
| 7D | +8.0% | +4.2% | +3.7% | +7.2% |
| 30D | -4.0% | +11.2% | -15.2% | -5.6% |
| 3M | -19.5% | +20.4% | -39.8% | -22.0% |
| 6M | -33.5% | +37.9% | -71.3% | -37.0% |
| YTD | -34.8% | +51.8% | -86.6% | -39.6% |
| 1Y | -41.6% | +56.6% | -98.2% | -46.3% |
| 3Y | +13.8% | +24.2% | -10.5% | +4.1% |
| All | +42.7% | +1.0% | +41.7% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling