-9.8%
OXY vs FWONK
+276.9%
-286.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | +5.5% | -7.7% | +13.2% | +8.7% |
| 3M | +11.3% | +5.7% | +5.6% | +8.3% |
| 6M | +11.6% | +13.5% | -1.9% | +4.4% |
| YTD | +51.6% | -3.0% | +54.5% | +50.7% |
| 1Y | +36.2% | -6.4% | +42.6% | +37.2% |
| 3Y | +1.7% | +43.8% | -42.1% | -17.9% |
| 5Y | +164.5% | +98.6% | +65.9% | +78.2% |
| 10Y | +6.1% | +340.0% | -333.9% | -44.4% |
| All | -9.8% | +276.9% | -286.7% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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