+192.9%
XOM vs EWT
+523.5%
-330.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.4% | -0.2% |
| 7D | +4.1% | -1.1% | +5.2% | +4.5% |
| 30D | +4.6% | +4.5% | +0.1% | +2.7% |
| 3M | +14.0% | +8.3% | +5.7% | +9.2% |
| 6M | +11.0% | +54.2% | -43.3% | -10.8% |
| YTD | +40.7% | +74.6% | -33.9% | +6.0% |
| 1Y | +52.3% | +84.9% | -32.6% | +11.0% |
| 3Y | +60.5% | +197.5% | -137.1% | -14.0% |
| 5Y | +266.4% | +150.6% | +115.8% | +115.4% |
| All | +192.9% | +523.5% | -330.6% | -2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling