-3.5%
OXY vs SWK
+46.0%
-49.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -11.9% | +11.0% | -22.9% | -13.4% |
| 30D | -3.1% | +30.1% | -33.2% | -7.2% |
| 3M | +1.1% | +14.7% | -13.6% | -1.3% |
| 6M | +3.2% | +44.5% | -41.3% | -4.3% |
| YTD | +39.0% | +59.4% | -20.3% | +24.0% |
| 1Y | +42.7% | +77.5% | -34.8% | +22.6% |
| 3Y | -3.5% | +49.5% | -53.0% | -17.7% |
| All | -3.5% | +46.0% | -49.5% | -17.7% |
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