+76.7%
OXY vs WM
+59.1%
+17.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.7% |
| 7D | -11.9% | +1.2% | -13.1% | -12.3% |
| 30D | -3.1% | +13.1% | -16.2% | -7.3% |
| 3M | +1.1% | +3.6% | -2.6% | -0.4% |
| 6M | +3.2% | +8.1% | -4.8% | +0.1% |
| YTD | +39.0% | +8.9% | +30.1% | +34.7% |
| 1Y | +42.7% | +20.3% | +22.4% | +33.9% |
| 3Y | -3.5% | +46.2% | -49.7% | -17.4% |
| All | +76.7% | +59.1% | +17.6% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling