+13,069.2%
ORCL vs WWD
+15,408.5%
-2,339.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.8% |
| 7D | +5.3% | +1.3% | +4.0% | +4.9% |
| 30D | +10.0% | -7.2% | +17.1% | +12.2% |
| 3M | -32.6% | -3.8% | -28.7% | -32.3% |
| 6M | +4.9% | -9.9% | +14.8% | +6.6% |
| YTD | -17.8% | +14.8% | -32.6% | -22.3% |
| 1Y | -28.0% | +42.1% | -70.1% | -36.3% |
| 3Y | +36.0% | +170.8% | -134.8% | -0.2% |
| 5Y | +88.7% | +197.5% | -108.8% | +32.7% |
| 10Y | +346.9% | +477.8% | -130.9% | +142.4% |
| All | +13,069.2% | +15,408.5% | -2,339.4% | +3,639.4% |
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