+368.8%
ORCL vs WY
+5.8%
+363.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +10.9% | -1.7% | +12.6% | +11.5% |
| 30D | +7.0% | -9.9% | +16.9% | +10.5% |
| 3M | -21.2% | -7.5% | -13.7% | -19.7% |
| 6M | +7.4% | -5.1% | +12.5% | +7.8% |
| YTD | -16.3% | -2.1% | -14.2% | -17.1% |
| 1Y | -32.3% | -7.3% | -25.0% | -32.0% |
| 3Y | +32.6% | -22.6% | +55.2% | +39.3% |
| 5Y | +93.1% | -19.8% | +112.9% | +98.4% |
| 10Y | +368.8% | +9.6% | +359.2% | +304.4% |
| All | +368.8% | +5.8% | +363.0% | +304.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded WY 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling