+46.1%
ORCL vs WTW
+54.3%
-8.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.4% | +8.7% |
| 7D | +3.8% | -0.9% | +4.7% | +3.9% |
| 30D | -6.6% | +12.0% | -18.5% | -8.7% |
| 3M | -11.4% | -2.1% | -9.4% | -11.2% |
| 6M | -33.3% | +34.8% | -68.1% | -37.9% |
| YTD | -33.3% | +2.7% | -36.0% | -34.1% |
| 1Y | -44.9% | +5.1% | -50.0% | -46.0% |
| 3Y | +17.6% | +44.4% | -26.8% | -0.4% |
| 5Y | +46.1% | +55.1% | -9.1% | +14.4% |
| All | +46.1% | +54.3% | -8.3% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling