+6.4%
OXY vs WTW
+198.0%
-191.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.8% | -5.7% | +8.5% | +5.4% |
| 30D | +5.5% | -7.3% | +12.7% | +8.7% |
| 3M | +11.3% | +21.5% | -10.2% | +1.3% |
| 6M | +11.6% | +9.6% | +2.0% | +5.4% |
| YTD | +51.6% | -3.3% | +54.8% | +50.5% |
| 1Y | +36.2% | -6.1% | +42.3% | +36.8% |
| 3Y | +1.7% | +61.8% | -60.1% | -25.3% |
| 5Y | +164.5% | +42.7% | +121.8% | +103.6% |
| All | +6.4% | +198.0% | -191.6% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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