+42.7%
OXY vs SW
+26.7%
+16.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | -0.2% |
| 7D | -11.9% | +2.3% | -14.2% | -11.3% |
| 30D | -3.1% | +6.8% | -9.9% | -1.4% |
| 3M | +1.1% | -5.2% | +6.3% | +0.2% |
| 6M | +3.2% | +7.4% | -4.2% | +6.3% |
| YTD | +39.0% | +17.4% | +21.6% | +37.9% |
| 1Y | +42.7% | +27.1% | +15.6% | +40.2% |
| All | +42.7% | +26.7% | +16.0% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling