+45.9%
OXY vs WAB
+46.5%
-0.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.1% | -6.2% | -4.9% |
| 7D | -8.8% | +4.5% | -13.3% | -8.0% |
| 30D | -1.7% | +1.1% | -2.7% | -1.3% |
| 3M | +4.5% | -1.3% | +5.8% | +4.7% |
| 6M | -4.0% | +12.7% | -16.7% | -1.7% |
| YTD | +41.4% | +38.7% | +2.7% | +37.3% |
| 1Y | +45.9% | +44.9% | +0.9% | +40.4% |
| All | +45.9% | +46.5% | -0.7% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling