-4.3%
OXY vs SW
+19.6%
-23.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +1.6% | -5.1% | +6.7% | +1.9% |
| 30D | +11.6% | -4.6% | +16.2% | +11.8% |
| 3M | +2.8% | +9.4% | -6.6% | +1.6% |
| 6M | +13.0% | +3.5% | +9.5% | +12.6% |
| YTD | +47.4% | +22.0% | +25.4% | +41.6% |
| 1Y | +31.5% | +2.2% | +29.3% | +30.1% |
| All | -4.3% | +19.6% | -23.9% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling