+59.7%
XOM vs EWT
+193.0%
-133.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +0.6% |
| 7D | +1.9% | -1.1% | +3.0% | +1.9% |
| 30D | +4.1% | +4.8% | -0.7% | +4.1% |
| 3M | +10.4% | +11.1% | -0.7% | +9.9% |
| 6M | +13.0% | +54.6% | -41.6% | +8.6% |
| YTD | +40.1% | +71.4% | -31.4% | +32.0% |
| 1Y | +51.1% | +82.1% | -31.0% | +40.9% |
| All | +59.7% | +193.0% | -133.3% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling