+235.5%
XOM vs GWRE
+736.4%
-500.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | +1.9% | -30.9% | +32.8% | +6.1% |
| 30D | +4.1% | -20.7% | +24.8% | +6.5% |
| 3M | +10.4% | +20.2% | -9.7% | +6.7% |
| 6M | +13.0% | -11.9% | +24.9% | +12.8% |
| YTD | +40.1% | -30.3% | +70.4% | +43.7% |
| 1Y | +51.1% | -44.6% | +95.8% | +59.9% |
| 3Y | +57.7% | +48.8% | +8.9% | +40.0% |
| 5Y | +264.7% | +14.8% | +250.0% | +232.2% |
| 10Y | +193.1% | +128.1% | +65.0% | +135.8% |
| All | +235.5% | +736.4% | -500.9% | +150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling