+6.4%
OXY vs WAT
+170.9%
-164.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | +5.5% | -1.9% | +7.3% | +6.0% |
| 3M | +11.3% | +13.5% | -2.2% | +6.2% |
| 6M | +11.6% | +37.2% | -25.6% | -2.1% |
| YTD | +51.6% | +7.5% | +44.1% | +44.4% |
| 1Y | +36.2% | +35.0% | +1.2% | +18.1% |
| 3Y | +1.7% | +55.1% | -53.4% | -21.3% |
| 5Y | +164.5% | -2.8% | +167.3% | +148.4% |
| All | +6.4% | +170.9% | -164.5% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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