+59.7%
XOM vs BBWI
-48.6%
+108.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.6% |
| 7D | +1.9% | -8.0% | +9.9% | +2.0% |
| 30D | +4.1% | -6.6% | +10.7% | +4.2% |
| 3M | +10.4% | -2.7% | +13.1% | +10.1% |
| 6M | +13.0% | -12.8% | +25.8% | +13.2% |
| YTD | +40.1% | -10.5% | +50.5% | +39.3% |
| 1Y | +51.1% | -35.3% | +86.5% | +54.8% |
| All | +59.7% | -48.6% | +108.3% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling