+135.9%
WMT vs XOM
+261.9%
-126.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.3% |
| 7D | 0.0% | +4.1% | -4.1% | -0.4% |
| 30D | -7.4% | +4.6% | -12.0% | -7.8% |
| 3M | -10.9% | +14.0% | -24.8% | -12.1% |
| 6M | -12.7% | +11.0% | -23.6% | -13.8% |
| YTD | -3.2% | +40.7% | -43.9% | -6.8% |
| 1Y | +5.3% | +52.3% | -47.0% | +0.5% |
| 3Y | +101.9% | +60.5% | +41.4% | +90.5% |
| All | +135.9% | +261.9% | -126.0% | +112.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling