+371.4%
ORCL vs WY
+6.2%
+365.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.8% |
| 7D | +15.0% | -2.1% | +17.1% | +15.7% |
| 30D | +10.5% | -10.5% | +21.0% | +14.4% |
| 3M | -23.0% | -4.9% | -18.1% | -22.3% |
| 6M | +7.0% | -4.9% | +11.9% | +7.4% |
| YTD | -15.8% | -1.7% | -14.1% | -16.8% |
| 1Y | -31.1% | -9.4% | -21.7% | -30.2% |
| 3Y | +33.3% | -22.3% | +55.6% | +39.9% |
| 5Y | +94.3% | -20.5% | +114.8% | +100.3% |
| All | +371.4% | +6.2% | +365.1% | +306.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling