+16.5%
ORCL vs WWD
+154.7%
-138.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.5% | +8.4% |
| 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% | -32.4% |
| YTD | -33.3% | +12.3% | -45.5% | -37.8% |
| 1Y | -44.9% | +26.2% | -71.2% | -51.2% |
| All | +16.5% | +154.7% | -138.2% | -13.3% |
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 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