+0.8%
OXY vs BBWI
-48.6%
+49.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | -0.1% |
| 7D | +0.9% | -8.0% | +8.9% | +1.5% |
| 30D | +3.6% | -6.6% | +10.2% | +4.0% |
| 3M | +7.1% | -2.7% | +9.8% | +6.4% |
| 6M | +15.7% | -12.8% | +28.4% | +15.6% |
| YTD | +50.1% | -10.5% | +60.6% | +48.6% |
| 1Y | +34.1% | -35.3% | +69.4% | +39.7% |
| All | +0.8% | -48.6% | +49.4% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling