+328.9%
ORCL vs WTW
+198.0%
+130.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -5.4% | -5.7% | +0.4% | -3.5% |
| 30D | -2.0% | -7.3% | +5.3% | +0.4% |
| 3M | -18.1% | +21.5% | -39.5% | -23.9% |
| 6M | -7.2% | +9.6% | -16.9% | -10.9% |
| YTD | -22.2% | -3.3% | -18.9% | -22.5% |
| 1Y | -50.6% | -6.1% | -44.5% | -50.5% |
| 3Y | +22.9% | +61.8% | -39.0% | -4.5% |
| 5Y | +79.3% | +42.7% | +36.6% | +45.3% |
| All | +328.9% | +198.0% | +130.9% | +156.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling