+8,627.7%
WFC vs OXY
+1,363.1%
+7,264.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | +3.8% | +1.6% | +2.2% | +3.2% |
| 30D | +1.5% | +11.6% | -10.1% | -2.4% |
| 3M | +10.9% | +2.8% | +8.1% | +9.0% |
| 6M | +8.4% | +13.0% | -4.6% | +2.1% |
| YTD | -1.9% | +47.4% | -49.3% | -16.2% |
| 1Y | +12.3% | +31.5% | -19.1% | -0.7% |
| 3Y | +132.3% | -1.9% | +134.3% | +122.5% |
| 5Y | +130.1% | +148.0% | -17.9% | +47.9% |
| 10Y | +134.4% | +2.3% | +132.1% | +64.1% |
| All | +8,627.7% | +1,363.1% | +7,264.6% | +3,475.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling