+10.2%
ORCL vs WWD
+145.1%
-134.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | -0.1% |
| 7D | -11.2% | +4.2% | -15.3% | -12.1% |
| 30D | -18.8% | -2.1% | -16.7% | -18.3% |
| 3M | -18.8% | -13.2% | -5.6% | -15.8% |
| 6M | -39.7% | -16.9% | -22.9% | -37.2% |
| YTD | -39.6% | +5.2% | -44.9% | -42.8% |
| 1Y | -51.7% | +20.6% | -72.3% | -56.9% |
| 3Y | +10.2% | +146.3% | -136.1% | -16.7% |
| All | +10.2% | +145.1% | -134.8% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling