+9,486.7%
ORCL vs WWD
+13,645.4%
-4,158.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.0% | -0.9% | -5.3% |
| 7D | -17.5% | -2.6% | -14.9% | -16.9% |
| 30D | -20.2% | -7.7% | -12.4% | -18.4% |
| 3M | -19.9% | -17.7% | -2.2% | -15.7% |
| 6M | -37.4% | -15.9% | -21.5% | -35.0% |
| YTD | -40.1% | +1.8% | -41.9% | -41.6% |
| 1Y | -53.4% | +17.4% | -70.8% | -56.5% |
| 3Y | +10.4% | +137.1% | -126.7% | -16.0% |
| 5Y | +29.8% | +162.4% | -132.6% | -5.5% |
| 10Y | +249.2% | +452.5% | -203.3% | +91.7% |
| All | +9,486.7% | +13,645.4% | -4,158.8% | +2,711.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling