+162.0%
OXY vs WING
-35.5%
+197.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | +3.6% | -0.5% | +4.0% | +3.5% |
| 3M | +7.1% | -23.9% | +31.0% | +7.7% |
| 6M | +15.7% | -48.9% | +64.5% | +17.6% |
| YTD | +50.1% | -53.3% | +103.5% | +52.8% |
| 1Y | +34.1% | -60.3% | +94.4% | +37.4% |
| 3Y | -1.5% | -30.1% | +28.6% | -6.9% |
| 5Y | +162.0% | -36.2% | +198.2% | +151.1% |
| All | +162.0% | -35.5% | +197.5% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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