+17.3%
OXY vs SW
+177.1%
-159.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +4.2% | -2.9% | +7.1% | +4.4% |
| 30D | -4.3% | +5.0% | -9.4% | -4.7% |
| 3M | +2.3% | -13.7% | +15.9% | +3.1% |
| 6M | +5.5% | +8.0% | -2.5% | +4.3% |
| YTD | +44.9% | +14.0% | +30.9% | +41.7% |
| 1Y | +42.6% | +25.6% | +17.0% | +38.2% |
| 3Y | +0.7% | +40.1% | -39.4% | -3.2% |
| 5Y | +96.9% | -2.6% | +99.5% | +90.3% |
| All | +17.3% | +177.1% | -159.7% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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