+275.4%
ORCL vs WY
+3.3%
+272.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +10.4% | -5.4% | +15.8% | +12.2% |
| 30D | -11.2% | +7.9% | -19.1% | -13.9% |
| 3M | -16.8% | -16.6% | -0.2% | -12.5% |
| 6M | -31.5% | -11.2% | -20.3% | -30.0% |
| YTD | -33.9% | -11.3% | -22.6% | -33.0% |
| 1Y | -43.3% | -5.5% | -37.7% | -43.9% |
| 3Y | +16.5% | -25.4% | +41.9% | +22.7% |
| 5Y | +45.4% | -32.4% | +77.8% | +57.3% |
| All | +275.4% | +3.3% | +272.2% | +235.9% |
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