+147.9%
OXY vs GWRE
+15.1%
+132.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +2.8% | -13.2% | +16.1% | +4.2% |
| 30D | +5.5% | -18.6% | +24.0% | +7.1% |
| 3M | +11.3% | +18.9% | -7.6% | +7.9% |
| 6M | +11.6% | -11.0% | +22.6% | +11.4% |
| YTD | +51.6% | -29.9% | +81.5% | +55.5% |
| 1Y | +36.2% | -44.3% | +80.6% | +43.9% |
| 3Y | +1.7% | +51.7% | -50.0% | -11.0% |
| All | +147.9% | +15.1% | +132.8% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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