+30.6%
ORCL vs WST
-0.1%
+30.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | -11.2% | -3.1% | -8.0% | -10.6% |
| 30D | -18.8% | +9.1% | -27.9% | -19.9% |
| 3M | -18.8% | +14.7% | -33.5% | -20.6% |
| 6M | -39.7% | +28.0% | -67.7% | -42.3% |
| YTD | -39.6% | +45.6% | -85.3% | -43.7% |
| 1Y | -51.7% | +45.7% | -97.4% | -55.0% |
| 3Y | +10.2% | +21.1% | -10.8% | +1.2% |
| All | +30.6% | -0.1% | +30.7% | +24.7% |
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 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