+31.5%
ORCL vs WY
-21.8%
+53.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +3.0% |
| 7D | +5.3% | -1.7% | +7.0% | +5.4% |
| 30D | +10.0% | -10.1% | +20.1% | +11.0% |
| 3M | -32.6% | -5.1% | -27.4% | -32.3% |
| 6M | +4.9% | -4.8% | +9.7% | +5.1% |
| YTD | -17.8% | -0.2% | -17.5% | -18.7% |
| 1Y | -28.0% | -6.6% | -21.4% | -27.6% |
| All | +31.5% | -21.8% | +53.3% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling