+15.7%
OXY vs WST
+452.9%
-437.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -0.2% | +1.1% | -1.2% | -0.3% |
| 30D | -6.4% | +12.4% | -18.7% | -8.0% |
| 3M | -2.6% | +17.6% | -20.2% | -5.0% |
| 6M | +4.8% | +28.3% | -23.5% | +0.6% |
| YTD | +41.2% | +50.5% | -9.3% | +31.5% |
| 1Y | +39.5% | +49.4% | -9.9% | +30.0% |
| 3Y | -0.8% | +21.9% | -22.7% | -9.1% |
| 5Y | +91.6% | +0.4% | +91.2% | +77.5% |
| 10Y | +15.7% | +451.5% | -435.8% | -34.1% |
| All | +15.7% | +452.9% | -437.1% | -34.1% |
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