+211.6%
XOM vs BBWI
-67.6%
+279.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -3.6% | +12.9% | -16.5% | -4.2% |
| 3M | +8.2% | +16.0% | -7.7% | +7.3% |
| 6M | +14.0% | +16.6% | -2.6% | +12.5% |
| YTD | +44.6% | +9.7% | +34.9% | +42.3% |
| 1Y | +47.8% | +1.5% | +46.3% | +45.9% |
| 3Y | +79.6% | -21.4% | +100.9% | +78.5% |
| All | +211.6% | -67.6% | +279.2% | +228.8% |
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