-1.8%
OXY vs SWK
+53.8%
-55.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -0.2% | -2.3% | +2.1% | +0.1% |
| 30D | -6.4% | +30.4% | -36.8% | -10.3% |
| 3M | -2.6% | +12.1% | -14.8% | -4.5% |
| 6M | +4.8% | +49.1% | -44.3% | -3.5% |
| YTD | +41.2% | +60.4% | -19.3% | +25.8% |
| 1Y | +39.5% | +78.3% | -38.8% | +19.9% |
| All | -1.8% | +53.8% | -55.7% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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