+1.2%
OXY vs NWSA
+123.2%
-121.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.9% |
| 7D | -0.5% | -2.6% | +2.2% | +0.8% |
| 30D | +8.5% | +4.6% | +3.9% | +6.0% |
| 3M | +6.0% | +10.2% | -4.2% | +0.1% |
| 6M | +13.0% | +21.6% | -8.7% | +0.7% |
| YTD | +48.9% | +14.6% | +34.2% | +35.9% |
| 1Y | +36.4% | +0.4% | +36.1% | +32.9% |
| 3Y | -2.3% | +45.0% | -47.3% | -23.5% |
| 5Y | +160.6% | +41.3% | +119.3% | +97.3% |
| 10Y | +2.0% | +142.8% | -140.8% | -46.6% |
| All | +1.2% | +123.2% | -121.9% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling