+5.4%
OXY vs WST
+341.6%
-336.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.6% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | +3.6% | -2.0% | +5.6% | +3.9% |
| 3M | +7.1% | +4.1% | +3.0% | +6.3% |
| 6M | +15.7% | +47.4% | -31.8% | +8.1% |
| YTD | +50.1% | +25.4% | +24.7% | +43.8% |
| 1Y | +34.1% | +35.3% | -1.2% | +26.5% |
| 3Y | -1.5% | -11.7% | +10.2% | -4.1% |
| 5Y | +162.0% | -24.0% | +186.0% | +155.4% |
| All | +5.4% | +341.6% | -336.2% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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