+6.4%
OXY vs BBWI
-55.0%
+61.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | -1.0% |
| 7D | +2.8% | -4.8% | +7.7% | +3.9% |
| 30D | +5.5% | +3.5% | +2.0% | +4.2% |
| 3M | +11.3% | -0.3% | +11.6% | +9.6% |
| 6M | +11.6% | -5.4% | +17.0% | +9.2% |
| YTD | +51.6% | -4.7% | +56.3% | +46.8% |
| 1Y | +36.2% | -30.5% | +66.7% | +40.9% |
| 3Y | +1.7% | -44.3% | +46.0% | +5.6% |
| 5Y | +164.5% | -66.9% | +231.4% | +201.7% |
| All | +6.4% | -55.0% | +61.4% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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