+275.4%
ORCL vs WWD
+442.7%
-167.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | +10.4% | +8.2% | +2.2% | +8.1% |
| 30D | -11.2% | -0.2% | -11.1% | -11.2% |
| 3M | -16.8% | -8.4% | -8.4% | -14.9% |
| 6M | -31.5% | -9.5% | -22.0% | -30.3% |
| YTD | -33.9% | +10.1% | -44.0% | -37.0% |
| 1Y | -43.3% | +21.6% | -64.8% | -47.6% |
| 3Y | +16.5% | +149.6% | -133.1% | -12.8% |
| 5Y | +45.4% | +191.3% | -145.9% | +2.7% |
| All | +275.4% | +442.7% | -167.2% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling