+257.2%
XOM vs EWT
+149.5%
+107.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.4% | +0.2% |
| 7D | +4.1% | -1.1% | +5.2% | +4.2% |
| 30D | +4.6% | +4.5% | +0.1% | +3.9% |
| 3M | +14.0% | +8.3% | +5.7% | +12.2% |
| 6M | +11.0% | +54.2% | -43.3% | +0.2% |
| YTD | +40.7% | +74.6% | -33.9% | +22.4% |
| 1Y | +52.3% | +84.9% | -32.6% | +30.0% |
| 3Y | +60.5% | +197.5% | -137.1% | +11.7% |
| All | +257.2% | +149.5% | +107.7% | +156.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling