+32.1%
ORCL vs WTW
+60.9%
-28.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.0% | -0.4% |
| 7D | +10.9% | -7.1% | +18.0% | +11.2% |
| 30D | +7.0% | -8.5% | +15.5% | +7.3% |
| 3M | -21.2% | +20.6% | -41.8% | -21.4% |
| 6M | +7.4% | +7.2% | +0.2% | +7.5% |
| YTD | -16.3% | -3.9% | -12.4% | -16.2% |
| 1Y | -32.3% | -3.6% | -28.7% | -32.3% |
| All | +32.1% | +60.9% | -28.8% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling