-32.3%
ORCL vs WY
-9.3%
-23.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.7% |
| 7D | +10.9% | -1.7% | +12.6% | +10.4% |
| 30D | +7.0% | -9.9% | +16.9% | +4.0% |
| 3M | -21.2% | -7.5% | -13.7% | -22.5% |
| 6M | +7.4% | -5.1% | +12.5% | +6.2% |
| YTD | -16.3% | -2.1% | -14.2% | -16.8% |
| 1Y | -32.3% | -7.3% | -25.0% | -32.4% |
| All | -32.3% | -9.3% | -23.0% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling