+4,565.7%
XOM vs BBWI
+1,144.0%
+3,421.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -3.6% | +12.9% | -16.5% | -5.7% |
| 3M | +8.2% | +16.0% | -7.7% | +5.0% |
| 6M | +14.0% | +16.6% | -2.6% | +9.4% |
| YTD | +44.6% | +9.7% | +34.9% | +38.1% |
| 1Y | +47.8% | +1.5% | +46.3% | +41.6% |
| 3Y | +79.6% | -21.4% | +100.9% | +73.1% |
| 5Y | +214.3% | -67.6% | +281.8% | +239.1% |
| 10Y | +204.0% | -46.8% | +250.8% | +163.2% |
| All | +4,565.7% | +1,144.0% | +3,421.7% | +2,147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling