+161.6%
OXY vs WEC
+30.7%
+131.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +0.6% | +0.4% | +0.2% | +0.6% |
| 30D | +4.5% | +0.9% | +3.6% | +4.3% |
| 3M | +8.9% | -5.3% | +14.2% | +9.8% |
| 6M | +12.5% | -6.6% | +19.0% | +13.5% |
| YTD | +50.5% | +3.3% | +47.2% | +49.5% |
| 1Y | +38.6% | +2.1% | +36.5% | +37.9% |
| 3Y | -1.2% | +39.6% | -40.8% | -7.1% |
| 5Y | +161.6% | +31.2% | +130.5% | +146.3% |
| All | +161.6% | +30.7% | +131.0% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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