+192.9%
XOM vs NWSA
+149.4%
+43.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +4.1% | -2.8% | +6.9% | +5.1% |
| 30D | +4.6% | +3.0% | +1.5% | +3.5% |
| 3M | +14.0% | +12.3% | +1.6% | +9.1% |
| 6M | +11.0% | +21.9% | -10.9% | +2.9% |
| YTD | +40.7% | +13.6% | +27.1% | +33.0% |
| 1Y | +52.3% | +0.5% | +51.8% | +50.0% |
| 3Y | +60.5% | +43.8% | +16.7% | +36.0% |
| 5Y | +266.4% | +41.2% | +225.2% | +201.0% |
| All | +192.9% | +149.4% | +43.6% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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