+101.9%
WMT vs OXY
-1.2%
+103.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.3% |
| 7D | 0.0% | +2.8% | -2.8% | -0.1% |
| 30D | -7.4% | +5.5% | -12.9% | -7.6% |
| 3M | -10.9% | +11.3% | -22.2% | -11.5% |
| 6M | -12.7% | +11.6% | -24.3% | -13.5% |
| YTD | -3.2% | +51.6% | -54.8% | -6.1% |
| 1Y | +5.3% | +36.2% | -30.9% | +2.8% |
| 3Y | +101.9% | +1.7% | +100.1% | +95.8% |
| All | +101.9% | -1.2% | +103.0% | +95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling