+1,362.5%
OXY vs WSM
+34,771.0%
-33,408.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +0.6% | +2.6% | -2.0% | +0.3% |
| 30D | +4.5% | -9.3% | +13.8% | +5.9% |
| 3M | +8.9% | +7.1% | +1.8% | +7.5% |
| 6M | +12.5% | +21.7% | -9.3% | +8.5% |
| YTD | +50.5% | +28.7% | +21.7% | +43.7% |
| 1Y | +38.6% | +13.9% | +24.7% | +34.4% |
| 3Y | -1.2% | +232.2% | -233.4% | -19.7% |
| 5Y | +161.6% | +176.4% | -14.8% | +113.5% |
| 10Y | +5.3% | +1,072.4% | -1,067.1% | -31.1% |
| All | +1,362.5% | +34,771.0% | -33,408.5% | +586.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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