+45.9%
OXY vs NWSA
+18.2%
+27.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.7% | -8.9% | -4.7% |
| 7D | -8.8% | +4.3% | -13.1% | -8.3% |
| 30D | -1.7% | +5.6% | -7.2% | -1.1% |
| 3M | +4.5% | +7.3% | -2.7% | +5.4% |
| 6M | -4.0% | +18.8% | -22.8% | -2.2% |
| YTD | +41.4% | +17.9% | +23.5% | +44.9% |
| 1Y | +45.9% | +19.3% | +26.5% | +48.8% |
| All | +45.9% | +18.2% | +27.6% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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