+6.4%
OXY vs ITW
+194.8%
-188.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.3% |
| 7D | +2.8% | -0.7% | +3.6% | +3.3% |
| 30D | +5.5% | -8.3% | +13.8% | +11.8% |
| 3M | +11.3% | +6.0% | +5.3% | +5.5% |
| 6M | +11.6% | 0.0% | +11.6% | +8.7% |
| YTD | +51.6% | +10.2% | +41.3% | +36.6% |
| 1Y | +36.2% | +3.2% | +33.0% | +28.6% |
| 3Y | +1.7% | +21.0% | -19.3% | -16.3% |
| 5Y | +164.5% | +37.9% | +126.6% | +86.7% |
| All | +6.4% | +194.8% | -188.4% | -49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling