+72.9%
XOM vs SW
+39.0%
+33.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.4% |
| 7D | -11.4% | +2.3% | -13.7% | -11.5% |
| 30D | +1.1% | +6.8% | -5.7% | +0.9% |
| 3M | +7.8% | -5.2% | +13.0% | +7.9% |
| 6M | +13.0% | +7.4% | +5.6% | +12.2% |
| YTD | +40.6% | +17.4% | +23.2% | +37.6% |
| 1Y | +49.1% | +27.1% | +22.0% | +44.5% |
| 3Y | +72.9% | +47.9% | +25.0% | +66.3% |
| All | +72.9% | +39.0% | +33.9% | +66.3% |
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