+199.0%
XOM vs SW
+182.7%
+16.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.4% |
| 7D | -11.4% | +2.3% | -13.7% | -11.6% |
| 30D | +1.1% | +6.8% | -5.7% | +0.6% |
| 3M | +7.8% | -5.2% | +13.0% | +8.0% |
| 6M | +13.0% | +7.4% | +5.6% | +11.9% |
| YTD | +40.6% | +17.4% | +23.2% | +37.6% |
| 1Y | +49.1% | +27.1% | +22.0% | +44.9% |
| 3Y | +72.9% | +47.9% | +25.0% | +64.6% |
| 5Y | +204.0% | -2.6% | +206.5% | +193.2% |
| All | +199.0% | +182.7% | +16.3% | +154.8% |
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