+277.8%
ORCL vs WWD
+468.3%
-190.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.5% | +8.5% |
| 7D | +3.8% | +3.7% | 0.0% | +2.8% |
| 30D | -6.6% | +1.8% | -8.4% | -7.0% |
| 3M | -11.4% | -5.0% | -6.5% | -10.3% |
| 6M | -33.3% | -8.4% | -24.9% | -32.3% |
| YTD | -33.3% | +12.3% | -45.5% | -36.7% |
| 1Y | -44.9% | +26.2% | -71.2% | -49.7% |
| 3Y | +17.6% | +154.6% | -137.0% | -12.4% |
| 5Y | +46.1% | +195.3% | -149.2% | +2.8% |
| 10Y | +277.8% | +466.3% | -188.5% | +127.3% |
| All | +277.8% | +468.3% | -190.6% | +127.3% |
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