-28.0%
ORCL vs WTW
+3.0%
-31.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +2.9% |
| 7D | +5.3% | -2.6% | +7.9% | +4.9% |
| 30D | +10.0% | -1.0% | +11.0% | +9.8% |
| 3M | -32.6% | +29.9% | -62.5% | -29.5% |
| 6M | +4.9% | +10.7% | -5.8% | +5.5% |
| YTD | -17.8% | +2.6% | -20.3% | -20.4% |
| 1Y | -28.0% | +2.8% | -30.7% | -28.6% |
| All | -28.0% | +3.0% | -31.0% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling