+363.4%
ORCL vs WWD
+476.2%
-112.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +2.9% |
| 7D | +15.0% | +0.8% | +14.2% | +14.8% |
| 30D | +10.5% | -6.4% | +17.0% | +12.4% |
| 3M | -23.0% | -5.6% | -17.4% | -22.4% |
| 6M | +7.0% | -9.1% | +16.1% | +8.3% |
| YTD | -15.8% | +12.5% | -28.3% | -20.2% |
| 1Y | -31.1% | +41.3% | -72.4% | -39.2% |
| 3Y | +33.3% | +170.2% | -136.9% | -2.4% |
| 5Y | +94.3% | +192.5% | -98.2% | +36.8% |
| 10Y | +363.4% | +476.9% | -113.5% | +164.3% |
| All | +363.4% | +476.2% | -112.9% | +164.3% |
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