-8.4%
OXY vs W
+210.9%
-219.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +4.2% | +0.2% | +4.0% | +4.2% |
| 30D | -4.3% | +6.8% | -11.1% | -5.0% |
| 3M | +2.3% | +10.7% | -8.4% | +1.2% |
| 6M | +5.5% | +86.3% | -80.8% | -1.0% |
| YTD | +44.9% | +11.5% | +33.4% | +40.6% |
| 1Y | +42.6% | +5.1% | +37.5% | +38.9% |
| 3Y | +0.7% | +171.0% | -170.2% | -13.8% |
| 5Y | +96.9% | -56.6% | +153.5% | +84.8% |
| 10Y | +18.8% | +213.4% | -194.6% | -18.8% |
| All | -8.4% | +210.9% | -219.3% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling