+192.9%
XOM vs GWRE
+131.0%
+61.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +4.1% | -13.2% | +17.3% | +5.8% |
| 30D | +4.6% | -18.6% | +23.2% | +6.6% |
| 3M | +14.0% | +18.9% | -4.9% | +10.1% |
| 6M | +11.0% | -11.0% | +21.9% | +10.6% |
| YTD | +40.7% | -29.9% | +70.6% | +44.6% |
| 1Y | +52.3% | -44.3% | +96.7% | +61.9% |
| 3Y | +60.5% | +51.7% | +8.8% | +38.4% |
| 5Y | +266.4% | +15.4% | +251.0% | +231.3% |
| All | +192.9% | +131.0% | +61.9% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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