+161.6%
OXY vs W
-62.3%
+223.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +0.6% | +5.9% | -5.3% | +0.4% |
| 30D | +4.5% | -3.0% | +7.6% | +4.6% |
| 3M | +8.9% | +40.3% | -31.4% | +6.3% |
| 6M | +12.5% | +32.2% | -19.8% | +9.7% |
| YTD | +50.5% | -0.3% | +50.8% | +49.2% |
| 1Y | +38.6% | +16.2% | +22.4% | +35.1% |
| 3Y | -1.2% | +40.7% | -42.0% | -9.8% |
| 5Y | +161.6% | -62.3% | +224.0% | +164.3% |
| All | +161.6% | -62.3% | +223.9% | +164.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling