-52.9%
ORCL vs WTW
-2.8%
-50.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.3% |
| 7D | -0.7% | -7.8% | +7.1% | -1.6% |
| 30D | +5.1% | -7.9% | +13.0% | +4.1% |
| 3M | -23.7% | +19.9% | -43.7% | -20.8% |
| 6M | +3.1% | +9.8% | -6.7% | +5.1% |
| YTD | -20.8% | -3.3% | -17.4% | -24.4% |
| 1Y | -52.9% | -3.3% | -49.6% | -54.9% |
| All | -52.9% | -2.8% | -50.0% | -54.9% |
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