+257.2%
XOM vs BBWI
-67.2%
+324.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -6.0% | +0.1% |
| 7D | +4.1% | -4.8% | +8.9% | +4.3% |
| 30D | +4.6% | +3.5% | +1.1% | +4.3% |
| 3M | +14.0% | -0.3% | +14.3% | +13.6% |
| 6M | +11.0% | -5.4% | +16.3% | +10.6% |
| YTD | +40.7% | -4.7% | +45.4% | +39.5% |
| 1Y | +52.3% | -30.5% | +82.8% | +55.2% |
| 3Y | +60.5% | -44.3% | +104.8% | +63.9% |
| All | +257.2% | -67.2% | +324.4% | +270.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling