+147.9%
OXY vs TW
+19.5%
+128.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +2.8% | -4.5% | +7.3% | +3.6% |
| 30D | +5.5% | -2.3% | +7.7% | +5.8% |
| 3M | +11.3% | +2.6% | +8.7% | +10.4% |
| 6M | +11.6% | -17.5% | +29.1% | +15.1% |
| YTD | +51.6% | -5.3% | +56.9% | +52.3% |
| 1Y | +36.2% | -14.8% | +51.0% | +39.6% |
| 3Y | +1.7% | +18.8% | -17.1% | -4.3% |
| All | +147.9% | +19.5% | +128.4% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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