+8,892.0%
WMT vs XOM
+4,430.4%
+4,461.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -2.5% | +1.9% | -4.3% | -3.0% |
| 30D | -6.4% | +4.1% | -10.5% | -7.4% |
| 3M | -12.1% | +10.4% | -22.5% | -14.5% |
| 6M | -15.0% | +13.0% | -28.0% | -18.1% |
| YTD | -4.5% | +40.1% | -44.6% | -13.3% |
| 1Y | +6.2% | +51.1% | -44.9% | -5.6% |
| 3Y | +99.9% | +57.7% | +42.2% | +73.1% |
| 5Y | +131.4% | +264.7% | -133.3% | +54.0% |
| 10Y | +433.2% | +193.1% | +240.1% | +259.1% |
| All | +8,892.0% | +4,430.4% | +4,461.6% | +1,686.1% |
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