+18,420.3%
WDC vs XOM
+4,403.0%
+14,017.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | 0.0% |
| 7D | +7.5% | 0.0% | +7.4% | +7.4% |
| 30D | +10.1% | +3.4% | +6.6% | +8.0% |
| 3M | -6.8% | +11.0% | -17.8% | -12.6% |
| 6M | +84.1% | +10.6% | +73.5% | +70.8% |
| YTD | +180.3% | +39.2% | +141.0% | +130.3% |
| 1Y | +411.1% | +52.7% | +358.4% | +297.8% |
| 3Y | +1,375.0% | +56.8% | +1,318.2% | +1,005.5% |
| 5Y | +991.6% | +261.8% | +729.8% | +405.4% |
| 10Y | +1,309.1% | +191.3% | +1,117.8% | +611.0% |
| All | +18,420.3% | +4,403.0% | +14,017.3% | +3,701.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling