+46.0%
XOM vs EWT
+99.0%
-53.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.3% |
| 7D | +1.8% | +4.0% | -2.2% | +2.6% |
| 30D | +5.9% | +10.3% | -4.5% | +8.0% |
| 3M | +5.6% | +6.1% | -0.5% | +7.3% |
| 6M | +7.9% | +56.6% | -48.8% | +15.4% |
| YTD | +35.2% | +76.6% | -41.4% | +42.4% |
| 1Y | +46.0% | +97.9% | -51.9% | +58.8% |
| All | +46.0% | +99.0% | -53.0% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling