+4,261.5%
XOM vs BBWI
+1,034.6%
+3,226.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.1% |
| 7D | +1.8% | +1.5% | +0.3% | +1.5% |
| 30D | +5.9% | -5.2% | +11.0% | +6.4% |
| 3M | +5.6% | +11.1% | -5.5% | +3.0% |
| 6M | +7.9% | -13.4% | +21.2% | +8.2% |
| YTD | +35.2% | +0.1% | +35.1% | +31.7% |
| 1Y | +46.0% | -36.1% | +82.1% | +51.6% |
| 3Y | +55.0% | -44.1% | +99.1% | +58.7% |
| 5Y | +246.3% | -66.2% | +312.5% | +272.0% |
| 10Y | +181.0% | -54.8% | +235.8% | +150.8% |
| All | +4,261.5% | +1,034.6% | +3,226.9% | +2,043.2% |
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