+11.6%
XOM vs SW
+17.5%
-5.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.1% | -8.7% | -3.3% |
| 7D | -7.0% | +12.1% | -19.1% | -3.6% |
| 30D | +3.2% | +6.6% | -3.3% | +5.4% |
| 3M | +10.7% | -6.0% | +16.7% | +9.2% |
| 6M | +11.6% | +21.5% | -9.9% | +24.6% |
| All | +11.6% | +17.5% | -5.8% | +24.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling