+1,251.3%
OXY vs WM
+28,547.2%
-27,295.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.5% |
| 7D | -11.9% | +1.2% | -13.1% | -12.2% |
| 30D | -3.1% | +13.1% | -16.2% | -5.9% |
| 3M | +1.1% | +3.6% | -2.6% | +0.1% |
| 6M | +3.2% | +8.1% | -4.8% | +1.2% |
| YTD | +39.0% | +8.9% | +30.1% | +36.2% |
| 1Y | +42.7% | +20.3% | +22.4% | +36.7% |
| 3Y | -3.5% | +46.2% | -49.7% | -12.0% |
| 5Y | +81.3% | +59.9% | +21.5% | +61.8% |
| 10Y | +11.2% | +345.6% | -334.4% | -17.4% |
| All | +1,251.3% | +28,547.2% | -27,295.9% | +687.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling