+24,338.5%
ORCL vs WST
+14,250.0%
+10,088.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.0% | -2.9% | -5.7% |
| 7D | -17.5% | -5.8% | -11.7% | -15.9% |
| 30D | -20.2% | +5.3% | -25.5% | -21.3% |
| 3M | -19.9% | +11.8% | -31.8% | -22.7% |
| 6M | -37.4% | +26.7% | -64.1% | -41.9% |
| YTD | -40.1% | +43.0% | -83.1% | -46.9% |
| 1Y | -53.4% | +38.9% | -92.2% | -58.4% |
| 3Y | +10.4% | +18.2% | -7.7% | -4.9% |
| 5Y | +29.8% | -1.5% | +31.3% | +15.1% |
| 10Y | +249.2% | +439.0% | -189.7% | +61.2% |
| All | +24,338.5% | +14,250.0% | +10,088.5% | +3,304.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling