+246.0%
ORCL vs WY
0.0%
+246.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.8% |
| 7D | -6.5% | +0.2% | -6.7% | -6.7% |
| 30D | -16.6% | +8.0% | -24.6% | -19.1% |
| 3M | -21.6% | -17.7% | -3.9% | -17.2% |
| 6M | -39.4% | -10.8% | -28.6% | -38.1% |
| YTD | -38.7% | -10.6% | -28.1% | -37.9% |
| 1Y | -50.4% | -5.7% | -44.6% | -50.8% |
| 3Y | +8.1% | -24.8% | +32.9% | +13.6% |
| 5Y | +34.5% | -31.7% | +66.3% | +45.1% |
| 10Y | +246.0% | +2.9% | +243.1% | +207.2% |
| All | +246.0% | 0.0% | +246.0% | +207.2% |
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