+5.9%
OXY vs W
+155.6%
-149.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.4% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | +4.0% | -5.6% | +9.6% | +4.4% |
| 3M | +7.6% | +41.9% | -34.3% | +3.3% |
| 6M | +16.2% | +30.2% | -14.0% | +11.5% |
| YTD | +50.8% | -2.9% | +53.8% | +48.1% |
| 1Y | +34.7% | +11.6% | +23.1% | +29.6% |
| 3Y | -1.0% | +37.0% | -38.0% | -11.3% |
| 5Y | +163.2% | -62.8% | +226.0% | +151.9% |
| All | +5.9% | +155.6% | -149.7% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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