+31.5%
OXY vs ITW
+5.8%
+25.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -1.0% |
| 7D | +1.6% | -3.6% | +5.2% | +1.0% |
| 30D | +11.6% | -9.1% | +20.7% | +10.1% |
| 3M | +2.8% | +8.2% | -5.4% | +2.9% |
| 6M | +13.0% | -4.8% | +17.8% | +17.5% |
| YTD | +47.4% | +11.0% | +36.3% | +42.2% |
| 1Y | +31.5% | +4.2% | +27.2% | +24.3% |
| All | +31.5% | +5.8% | +25.7% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling