+6.4%
OXY vs WAB
+296.8%
-290.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.2% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | +5.5% | -4.1% | +9.5% | +8.0% |
| 3M | +11.3% | +8.2% | +3.1% | +4.6% |
| 6M | +11.6% | +15.4% | -3.8% | -1.6% |
| YTD | +51.6% | +33.1% | +18.4% | +21.3% |
| 1Y | +36.2% | +48.1% | -11.9% | +0.9% |
| 3Y | +1.7% | +167.7% | -166.0% | -51.7% |
| 5Y | +164.5% | +225.7% | -61.2% | +4.7% |
| All | +6.4% | +296.8% | -290.4% | -65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling