+1,618.5%
OXY vs BWA
+3,492.4%
-1,873.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -2.0% |
| 7D | +1.6% | +5.7% | -4.1% | -0.5% |
| 30D | +11.6% | +1.4% | +10.2% | +10.7% |
| 3M | +2.8% | -12.1% | +14.9% | +6.8% |
| 6M | +13.0% | +28.6% | -15.5% | +0.3% |
| YTD | +47.4% | +51.1% | -3.7% | +21.0% |
| 1Y | +31.5% | +55.9% | -24.4% | +6.1% |
| 3Y | -1.9% | +70.1% | -72.1% | -25.8% |
| 5Y | +148.0% | +90.7% | +57.3% | +74.9% |
| 10Y | +2.3% | +154.0% | -151.7% | -33.8% |
| All | +1,618.5% | +3,492.4% | -1,873.9% | +511.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling