-6.8%
OXY vs W
+176.2%
-183.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.5% | -1.1% |
| 7D | +1.6% | -4.2% | +5.8% | +1.9% |
| 30D | +11.6% | -7.6% | +19.1% | +12.1% |
| 3M | +2.8% | +37.2% | -34.4% | -0.7% |
| 6M | +13.0% | +26.3% | -13.3% | +9.1% |
| YTD | +47.4% | -1.0% | +48.4% | +44.7% |
| 1Y | +31.5% | +20.1% | +11.4% | +26.0% |
| 3Y | -1.9% | +37.8% | -39.7% | -11.3% |
| 5Y | +148.0% | -63.7% | +211.6% | +136.7% |
| 10Y | +2.3% | +156.3% | -154.1% | -29.1% |
| All | -6.8% | +176.2% | -183.0% | -35.6% |
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