+97.5%
OXY vs BWA
+27.4%
+70.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +4.2% | +4.3% | -0.1% | +3.2% |
| 30D | -4.3% | -13.0% | +8.7% | -1.6% |
| 3M | +2.3% | -24.8% | +27.1% | +8.3% |
| 6M | +5.5% | -23.5% | +29.1% | +10.5% |
| YTD | +44.9% | +13.8% | +31.0% | +32.5% |
| 1Y | +42.6% | +13.4% | +29.2% | +30.4% |
| 3Y | +0.7% | +62.8% | -62.0% | -20.9% |
| All | +97.5% | +27.4% | +70.0% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling