+255.6%
XOM vs GWW
+219.8%
+35.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +1.9% | -3.1% | +5.0% | +2.6% |
| 30D | +4.1% | -2.3% | +6.4% | +4.6% |
| 3M | +10.4% | -3.3% | +13.7% | +10.9% |
| 6M | +13.0% | +15.4% | -2.4% | +8.2% |
| YTD | +40.1% | +26.7% | +13.3% | +30.6% |
| 1Y | +51.1% | +29.0% | +22.2% | +40.1% |
| 3Y | +57.7% | +89.0% | -31.3% | +30.6% |
| All | +255.6% | +219.8% | +35.7% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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