Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • OXY vs WWD✓SelectedUSD · WWDOXY vs WWD performance historyLatest closeAs of+1.02%09/08
Stock and ETF performance explorer

OXY vs WWD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,027.7%
WWD return
+15,097.2%
Excess return
-13,069.5%
Maximum drawdown
-88.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioWWDExcessAlpha
1D+1.0%-2.0%+3.0%+1.7%
7D-0.5%+0.8%-1.3%-0.8%
30D+8.5%-6.4%+14.9%+10.8%
3M+6.0%-5.6%+11.6%+6.6%
6M+13.0%-9.1%+22.1%+12.9%
YTD+48.9%+12.5%+36.4%+36.7%
1Y+36.4%+41.3%-4.9%+13.9%
3Y-2.3%+170.2%-172.5%-38.0%
5Y+160.6%+192.5%-31.9%+56.9%
10Y+2.0%+476.9%-474.9%-49.0%
All+2,027.7%+15,097.2%-13,069.5%+601.1%

Cumulative growth

Daily Returns

Daily percentage return beside WWD.

Daily Out/Under-Performance

Portfolio return minus WWD return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WWD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WWD 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling