+97.5%
OXY vs WAB
+214.2%
-116.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | +4.2% | +5.1% | -0.9% | +2.5% |
| 30D | -4.3% | +4.0% | -8.3% | -5.8% |
| 3M | +2.3% | +0.1% | +2.2% | +1.9% |
| 6M | +5.5% | +12.8% | -7.2% | 0.0% |
| YTD | +44.9% | +40.1% | +4.8% | +23.9% |
| 1Y | +42.6% | +46.4% | -3.8% | +19.5% |
| 3Y | +0.7% | +167.4% | -166.6% | -36.1% |
| All | +97.5% | +214.2% | -116.7% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling