+1.0%
OXY vs WAT
+53.4%
-52.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +0.6% | -1.8% | +2.4% | +0.8% |
| 30D | +4.5% | -1.7% | +6.2% | +4.7% |
| 3M | +8.9% | +9.1% | -0.2% | +7.6% |
| 6M | +12.5% | +32.4% | -20.0% | +7.3% |
| YTD | +50.5% | +6.6% | +43.9% | +49.5% |
| 1Y | +38.6% | +34.7% | +3.9% | +29.9% |
| All | +1.0% | +53.4% | -52.4% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling