+1,359.2%
OXY vs ITW
+9,414.5%
-8,055.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | +0.9% | -2.4% | +3.3% | +2.1% |
| 30D | +3.6% | -9.5% | +13.1% | +8.9% |
| 3M | +7.1% | +6.6% | +0.5% | +2.7% |
| 6M | +15.7% | -1.8% | +17.4% | +14.6% |
| YTD | +50.1% | +9.0% | +41.1% | +40.6% |
| 1Y | +34.1% | +3.6% | +30.5% | +28.7% |
| 3Y | -1.5% | +19.4% | -20.9% | -12.6% |
| 5Y | +162.0% | +36.4% | +125.6% | +112.3% |
| 10Y | +5.1% | +190.0% | -184.9% | -38.8% |
| All | +1,359.2% | +9,414.5% | -8,055.3% | +185.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling