+43.4%
XOM vs SW
+26.3%
+17.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -8.3% | +1.8% | -10.1% | -8.0% |
| 30D | -2.5% | +7.0% | -9.5% | -1.5% |
| 3M | +8.3% | -7.6% | +16.0% | +7.6% |
| 6M | +15.5% | +8.5% | +6.9% | +17.4% |
| YTD | +39.6% | +17.7% | +22.0% | +39.6% |
| All | +43.4% | +26.3% | +17.1% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling