+1,369.2%
OXY vs WAB
+4,115.8%
-2,746.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.5% | +0.8% |
| 7D | -0.5% | +1.7% | -2.2% | -1.1% |
| 30D | +8.5% | -2.4% | +10.9% | +9.4% |
| 3M | +6.0% | +9.7% | -3.7% | +1.7% |
| 6M | +13.0% | +16.5% | -3.5% | +4.9% |
| YTD | +48.9% | +33.7% | +15.2% | +31.3% |
| 1Y | +36.4% | +49.7% | -13.3% | +15.0% |
| 3Y | -2.3% | +170.9% | -173.2% | -34.6% |
| 5Y | +160.6% | +228.0% | -67.4% | +60.6% |
| 10Y | +2.0% | +284.8% | -282.8% | -39.3% |
| All | +1,369.2% | +4,115.8% | -2,746.5% | +433.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling