+785.0%
XOM vs EWT
+590.1%
+194.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -2.4% | +1.6% | -4.0% | -2.9% |
| 30D | +5.7% | +8.2% | -2.5% | +2.6% |
| 3M | +6.6% | +11.1% | -4.5% | +1.4% |
| 6M | +7.7% | +60.4% | -52.8% | -11.7% |
| YTD | +36.2% | +75.6% | -39.4% | +7.7% |
| 1Y | +50.5% | +91.3% | -40.8% | +15.0% |
| 3Y | +53.4% | +200.3% | -146.9% | -3.5% |
| 5Y | +254.2% | +156.4% | +97.8% | +134.9% |
| 10Y | +177.9% | +495.8% | -317.9% | +34.8% |
| All | +785.0% | +590.1% | +194.8% | +213.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling