+177.3%
XOM vs SW
+147.8%
+29.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -2.9% | -1.8% |
| 7D | +1.8% | -5.1% | +6.9% | +2.1% |
| 30D | +5.9% | -4.6% | +10.4% | +6.1% |
| 3M | +5.6% | +9.4% | -3.8% | +4.6% |
| 6M | +7.9% | +3.5% | +4.3% | +7.1% |
| YTD | +35.2% | +22.0% | +13.1% | +32.1% |
| 1Y | +46.0% | +2.2% | +43.8% | +44.6% |
| 3Y | +55.0% | +19.6% | +35.4% | +50.0% |
| 5Y | +246.3% | -2.3% | +248.6% | +234.3% |
| All | +177.3% | +147.8% | +29.6% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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