+1,308.1%
OXY vs WEC
+4,464.3%
-3,156.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | +4.2% | +2.3% | +1.9% | +3.3% |
| 30D | -4.3% | +11.1% | -15.4% | -8.4% |
| 3M | +2.3% | +8.4% | -6.2% | -1.3% |
| 6M | +5.5% | +7.5% | -2.0% | +1.9% |
| YTD | +44.9% | +15.3% | +29.5% | +35.9% |
| 1Y | +42.6% | +9.7% | +32.9% | +36.4% |
| 3Y | +0.7% | +64.7% | -63.9% | -19.6% |
| 5Y | +96.9% | +57.3% | +39.6% | +57.1% |
| 10Y | +18.8% | +195.9% | -177.1% | -33.0% |
| All | +1,308.1% | +4,464.3% | -3,156.2% | +227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling