+188.5%
XOM vs SW
+184.4%
+4.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -7.3% | +2.2% | -9.5% | -7.5% |
| 30D | -2.6% | +7.4% | -10.1% | -3.1% |
| 3M | +3.6% | -5.9% | +9.5% | +3.9% |
| 6M | +15.3% | +9.0% | +6.3% | +14.0% |
| YTD | +39.4% | +18.1% | +21.3% | +36.4% |
| 1Y | +43.2% | +28.7% | +14.5% | +39.0% |
| 3Y | +74.9% | +48.8% | +26.2% | +66.4% |
| 5Y | +201.3% | +2.5% | +198.8% | +189.0% |
| 10Y | +188.5% | +184.4% | +4.1% | +145.1% |
| All | +188.5% | +184.4% | +4.1% | +145.1% |
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