+1,139.0%
ORCL vs WTW
+1,174.9%
-35.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.8% |
| 7D | +5.3% | -2.6% | +7.9% | +6.2% |
| 30D | +10.0% | -1.0% | +11.0% | +10.2% |
| 3M | -32.6% | +29.9% | -62.5% | -38.8% |
| 6M | +4.9% | +10.7% | -5.8% | +0.4% |
| YTD | -17.8% | +2.6% | -20.3% | -19.9% |
| 1Y | -28.0% | +2.8% | -30.7% | -30.3% |
| 3Y | +36.0% | +67.3% | -31.3% | +8.4% |
| 5Y | +88.7% | +56.6% | +32.1% | +52.8% |
| 10Y | +346.9% | +204.1% | +142.8% | +178.5% |
| All | +1,139.0% | +1,174.9% | -35.9% | +455.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling