+6.4%
OXY vs NWSA
+149.4%
-142.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +2.8% | -2.8% | +5.6% | +4.3% |
| 30D | +5.5% | +3.0% | +2.4% | +3.7% |
| 3M | +11.3% | +12.3% | -1.0% | +3.7% |
| 6M | +11.6% | +21.9% | -10.3% | -1.3% |
| YTD | +51.6% | +13.6% | +38.0% | +38.2% |
| 1Y | +36.2% | +0.5% | +35.7% | +32.5% |
| 3Y | +1.7% | +43.8% | -42.0% | -21.6% |
| 5Y | +164.5% | +41.2% | +123.3% | +95.0% |
| All | +6.4% | +149.4% | -142.9% | -49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling