+111.5%
WDAY vs OXY
+7.0%
+104.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -10.5% | +1.4% | -11.9% | -10.7% |
| 30D | +2.1% | +4.0% | -1.9% | +1.5% |
| 3M | +34.6% | +7.6% | +27.0% | +32.9% |
| 6M | +29.9% | +16.2% | +13.7% | +26.6% |
| YTD | -13.8% | +50.8% | -64.6% | -19.4% |
| 1Y | -18.3% | +34.7% | -53.0% | -22.4% |
| 3Y | -26.2% | -1.0% | -25.1% | -27.5% |
| 5Y | -30.8% | +163.2% | -194.0% | -42.1% |
| All | +111.5% | +7.0% | +104.6% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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