+1,188.5%
WDC vs XOM
+194.6%
+993.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.4% | -3.2% |
| 7D | -4.3% | +4.1% | -8.4% | -6.2% |
| 30D | -1.5% | +4.6% | -6.1% | -3.9% |
| 3M | -15.5% | +14.0% | -29.4% | -21.7% |
| 6M | +66.5% | +11.0% | +55.5% | +53.7% |
| YTD | +159.9% | +40.7% | +119.2% | +109.0% |
| 1Y | +366.0% | +52.3% | +313.6% | +255.4% |
| 3Y | +1,285.8% | +60.5% | +1,225.4% | +894.7% |
| 5Y | +925.6% | +266.4% | +659.2% | +294.8% |
| All | +1,188.5% | +194.6% | +993.9% | +436.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 XOM 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