+1.7%
OXY vs GWW
+89.6%
-87.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +2.8% | -3.4% | +6.2% | +3.6% |
| 30D | +5.5% | -1.9% | +7.4% | +5.8% |
| 3M | +11.3% | -2.4% | +13.7% | +11.5% |
| 6M | +11.6% | +15.7% | -4.1% | +6.3% |
| YTD | +51.6% | +27.6% | +24.0% | +39.9% |
| 1Y | +36.2% | +27.2% | +9.0% | +25.7% |
| 3Y | +1.7% | +89.7% | -88.0% | -15.7% |
| All | +1.7% | +89.6% | -87.9% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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