+76.7%
OXY vs SW
-2.6%
+79.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.1% |
| 7D | -11.9% | +2.3% | -14.2% | -12.0% |
| 30D | -3.1% | +6.8% | -9.9% | -3.4% |
| 3M | +1.1% | -5.2% | +6.3% | +1.2% |
| 6M | +3.2% | +7.4% | -4.2% | +2.3% |
| YTD | +39.0% | +17.4% | +21.6% | +35.8% |
| 1Y | +42.7% | +27.1% | +15.6% | +38.2% |
| 3Y | -3.5% | +47.9% | -51.4% | -6.3% |
| All | +76.7% | -2.6% | +79.3% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling