+42.7%
ORCL vs WU
-43.8%
+86.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.7% | -1.5% |
| 7D | +8.0% | -2.0% | +10.0% | +8.2% |
| 30D | -4.0% | +11.4% | -15.4% | -5.6% |
| 3M | -19.5% | -6.8% | -12.6% | -18.8% |
| 6M | -33.5% | -14.6% | -18.8% | -32.5% |
| YTD | -34.8% | -20.6% | -14.2% | -33.2% |
| 1Y | -41.6% | -15.4% | -26.2% | -40.9% |
| 3Y | +13.8% | -23.6% | +37.4% | +15.3% |
| All | +42.7% | -43.8% | +86.5% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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