+6.4%
OXY vs BWA
+156.8%
-150.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.2% |
| 7D | +2.8% | -1.3% | +4.2% | +3.5% |
| 30D | +5.5% | -2.9% | +8.4% | +6.6% |
| 3M | +11.3% | -10.7% | +22.0% | +16.5% |
| 6M | +11.6% | +26.5% | -14.9% | -4.7% |
| YTD | +51.6% | +49.1% | +2.5% | +15.0% |
| 1Y | +36.2% | +52.1% | -15.8% | +1.5% |
| 3Y | +1.7% | +72.6% | -70.9% | -33.1% |
| 5Y | +164.5% | +89.4% | +75.1% | +53.6% |
| All | +6.4% | +156.8% | -150.4% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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