+0.7%
OXY vs BWA
+64.0%
-63.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +4.2% | +4.3% | -0.1% | +3.6% |
| 30D | -4.3% | -13.0% | +8.7% | -2.5% |
| 3M | +2.3% | -24.8% | +27.1% | +6.3% |
| 6M | +5.5% | -23.5% | +29.1% | +9.0% |
| YTD | +44.9% | +13.8% | +31.0% | +31.8% |
| 1Y | +42.6% | +13.4% | +29.2% | +29.7% |
| 3Y | +0.7% | +62.8% | -62.0% | -24.4% |
| All | +0.7% | +64.0% | -63.2% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling