+8,892.0%
WMT vs OXY
+1,390.4%
+7,501.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -2.5% | +0.9% | -3.4% | -2.6% |
| 30D | -6.4% | +3.6% | -10.0% | -6.8% |
| 3M | -12.1% | +7.1% | -19.2% | -12.9% |
| 6M | -15.0% | +15.7% | -30.6% | -16.6% |
| YTD | -4.5% | +50.1% | -54.6% | -9.1% |
| 1Y | +6.2% | +34.1% | -27.9% | +2.2% |
| 3Y | +99.9% | -1.5% | +101.3% | +96.9% |
| 5Y | +131.4% | +162.0% | -30.5% | +100.3% |
| 10Y | +433.2% | +5.1% | +428.2% | +375.0% |
| All | +8,892.0% | +1,390.4% | +7,501.7% | +4,598.2% |
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