+6.4%
OXY vs VWO
+117.1%
-110.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.1% |
| 7D | +2.8% | -1.8% | +4.6% | +4.5% |
| 30D | +5.5% | -0.1% | +5.6% | +5.4% |
| 3M | +11.3% | +2.2% | +9.1% | +7.9% |
| 6M | +11.6% | +8.8% | +2.8% | -0.9% |
| YTD | +51.6% | +12.4% | +39.2% | +29.3% |
| 1Y | +36.2% | +15.6% | +20.6% | +12.6% |
| 3Y | +1.7% | +62.5% | -60.8% | -43.3% |
| 5Y | +164.5% | +34.3% | +130.2% | +81.1% |
| All | +6.4% | +117.1% | -110.7% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling