+270.3%
ORCL vs WTW
+218.5%
+51.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.0% |
| 7D | +8.0% | +2.0% | +6.0% | +7.3% |
| 30D | -4.0% | +12.9% | -16.9% | -7.9% |
| 3M | -19.5% | +0.7% | -20.2% | -20.0% |
| 6M | -33.5% | +39.5% | -72.9% | -41.3% |
| YTD | -34.8% | +3.1% | -37.9% | -36.7% |
| 1Y | -41.6% | +4.8% | -46.4% | -43.8% |
| 3Y | +13.8% | +42.9% | -29.2% | -5.9% |
| 5Y | +43.4% | +55.3% | -11.9% | +12.3% |
| All | +270.3% | +218.5% | +51.7% | +113.0% |
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