+12.5%
OXY vs SW
+755.0%
-742.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +1.6% | -5.1% | +6.7% | +1.7% |
| 30D | +11.6% | -4.6% | +16.2% | +11.7% |
| 3M | +2.8% | +9.4% | -6.6% | +2.3% |
| 6M | +13.0% | +3.5% | +9.5% | +12.6% |
| YTD | +47.4% | +22.0% | +25.4% | +45.7% |
| 1Y | +31.5% | +2.2% | +29.3% | +30.8% |
| 3Y | -1.9% | +19.6% | -21.5% | -3.2% |
| 5Y | +148.0% | -2.3% | +150.3% | +144.1% |
| 10Y | +2.3% | +181.4% | -179.1% | -1.4% |
| All | +12.5% | +755.0% | -742.5% | +11.1% |
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