+125.6%
OXY vs WU
-21.6%
+147.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +2.3% |
| 7D | -0.5% | -0.8% | +0.4% | -0.1% |
| 30D | +8.5% | -1.1% | +9.6% | +8.7% |
| 3M | +6.0% | -1.8% | +7.8% | +3.5% |
| 6M | +13.0% | -23.9% | +36.9% | +25.2% |
| YTD | +48.9% | -20.4% | +69.3% | +59.9% |
| 1Y | +36.4% | -10.6% | +47.0% | +35.4% |
| 3Y | -2.3% | -27.7% | +25.5% | +5.1% |
| 5Y | +160.6% | -51.1% | +211.8% | +236.0% |
| 10Y | +2.0% | -40.7% | +42.7% | +22.8% |
| All | +125.6% | -21.6% | +147.2% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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