+72.3%
XOM vs SW
+40.4%
+32.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.3% |
| 7D | -9.8% | +4.7% | -14.5% | -9.9% |
| 30D | +0.5% | +5.0% | -4.5% | +0.4% |
| 3M | +9.7% | -7.3% | +17.1% | +10.0% |
| 6M | +8.1% | +15.0% | -6.8% | +6.8% |
| YTD | +40.1% | +18.5% | +21.6% | +37.1% |
| 1Y | +49.6% | +27.1% | +22.5% | +45.2% |
| All | +72.3% | +40.4% | +32.0% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling