+2.0%
OXY vs WM
+305.2%
-303.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | -0.5% | -0.9% | +0.4% | 0.0% |
| 30D | +8.5% | -4.3% | +12.8% | +11.4% |
| 3M | +6.0% | +0.8% | +5.2% | +5.0% |
| 6M | +13.0% | -10.8% | +23.7% | +20.5% |
| YTD | +48.9% | -0.1% | +48.9% | +48.0% |
| 1Y | +36.4% | +1.0% | +35.4% | +34.3% |
| 3Y | -2.3% | +45.1% | -47.4% | -27.4% |
| 5Y | +160.6% | +52.1% | +108.5% | +80.7% |
| 10Y | +2.0% | +302.9% | -301.0% | -57.6% |
| All | +2.0% | +305.2% | -303.2% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling