+30.9%
OXY vs WETO
-99.4%
+130.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +0.5% |
| 7D | +2.8% | -4.3% | +7.1% | +2.9% |
| 30D | +5.5% | -39.9% | +45.4% | +4.3% |
| 3M | +11.3% | -97.9% | +109.2% | +8.6% |
| 6M | +11.6% | -95.0% | +106.6% | +8.6% |
| YTD | +51.6% | -97.2% | +148.7% | +47.9% |
| 1Y | +36.2% | -98.9% | +135.1% | +34.0% |
| All | +30.9% | -99.4% | +130.3% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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