-33.5%
ORCL vs WTW
+36.1%
-69.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.1% |
| 7D | +8.0% | +2.0% | +6.0% | +8.3% |
| 30D | -4.0% | +12.9% | -16.9% | -2.8% |
| 3M | -19.5% | +0.7% | -20.2% | -19.1% |
| 6M | -33.5% | +39.5% | -72.9% | -32.5% |
| All | -33.5% | +36.1% | -69.6% | -32.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling