+960.1%
OXY vs IWD
+745.7%
+214.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -5.8% | +1.6% | -7.4% | -8.0% |
| 30D | -5.3% | +3.6% | -8.9% | -9.8% |
| 3M | -2.5% | +2.0% | -4.6% | -5.6% |
| 6M | +8.3% | +13.1% | -4.8% | -8.3% |
| YTD | +40.3% | +26.2% | +14.1% | +2.3% |
| 1Y | +38.8% | +29.6% | +9.3% | -2.2% |
| 3Y | -1.4% | +84.3% | -85.7% | -55.4% |
| 5Y | +92.2% | +73.4% | +18.8% | -6.0% |
| 10Y | +13.7% | +202.5% | -188.7% | -65.3% |
| All | +960.1% | +745.7% | +214.4% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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