+6.1%
OXY vs SW
+730.4%
-724.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.7% |
| 7D | -10.6% | +4.7% | -15.2% | -10.7% |
| 30D | -3.4% | +5.0% | -8.4% | -3.5% |
| 3M | +5.2% | -7.3% | +12.6% | +5.4% |
| 6M | -4.1% | +15.0% | -19.1% | -4.9% |
| YTD | +39.0% | +18.5% | +20.5% | +37.4% |
| 1Y | +44.6% | +27.1% | +17.5% | +42.6% |
| 3Y | -5.5% | +49.3% | -54.8% | -7.2% |
| 5Y | +81.3% | -1.6% | +82.9% | +78.5% |
| 10Y | +11.2% | +185.4% | -174.2% | +7.3% |
| All | +6.1% | +730.4% | -724.2% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling