+163.2%
OXY vs WWD
+187.1%
-23.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | +1.4% | -2.9% | +4.2% | +1.8% |
| 30D | +4.0% | -6.6% | +10.6% | +5.1% |
| 3M | +7.6% | -9.3% | +16.9% | +8.5% |
| 6M | +16.2% | -13.6% | +29.8% | +17.2% |
| YTD | +50.8% | +10.4% | +40.5% | +41.0% |
| 1Y | +34.7% | +39.9% | -5.2% | +16.1% |
| 3Y | -1.0% | +165.0% | -166.1% | -33.5% |
| 5Y | +163.2% | +183.8% | -20.6% | +71.9% |
| All | +163.2% | +187.1% | -23.9% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling