+270.3%
ORCL vs WWD
+439.4%
-169.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +8.0% | +4.0% | +4.0% | +6.9% |
| 30D | -4.0% | +0.4% | -4.4% | -4.1% |
| 3M | -19.5% | -7.9% | -11.5% | -17.7% |
| 6M | -33.5% | -10.6% | -22.8% | -32.1% |
| YTD | -34.8% | +9.4% | -44.2% | -37.7% |
| 1Y | -41.6% | +25.7% | -67.4% | -46.6% |
| 3Y | +13.8% | +148.5% | -134.8% | -14.7% |
| 5Y | +43.4% | +189.5% | -146.1% | +1.5% |
| All | +270.3% | +439.4% | -169.1% | +122.8% |
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