+97.5%
OXY vs SWK
-30.7%
+128.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +4.2% | -1.4% | +5.6% | +4.4% |
| 30D | -4.3% | +25.5% | -29.8% | -8.2% |
| 3M | +2.3% | +11.8% | -9.5% | 0.0% |
| 6M | +5.5% | +48.7% | -43.2% | -3.1% |
| YTD | +44.9% | +57.2% | -12.3% | +29.9% |
| 1Y | +42.6% | +75.3% | -32.7% | +24.1% |
| 3Y | +0.7% | +51.9% | -51.2% | -12.1% |
| All | +97.5% | -30.7% | +128.1% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling