+7.0%
WMT vs XOM
+46.4%
-39.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | +3.9% | +1.8% | +2.2% | +3.8% |
| 30D | -4.4% | +5.9% | -10.3% | -4.9% |
| 3M | -8.8% | +5.6% | -14.4% | -9.5% |
| 6M | -15.6% | +7.9% | -23.5% | -16.7% |
| YTD | -3.2% | +35.2% | -38.4% | -6.9% |
| 1Y | +7.0% | +46.0% | -38.9% | +1.7% |
| All | +7.0% | +46.4% | -39.3% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling