+246.6%
XOM vs SW
+755.0%
-508.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -2.9% | -1.7% |
| 7D | +1.8% | -5.1% | +6.9% | +1.9% |
| 30D | +5.9% | -4.6% | +10.4% | +6.0% |
| 3M | +5.6% | +9.4% | -3.8% | +5.1% |
| 6M | +7.9% | +3.5% | +4.3% | +7.5% |
| YTD | +35.2% | +22.0% | +13.1% | +33.8% |
| 1Y | +46.0% | +2.2% | +43.8% | +45.3% |
| 3Y | +55.0% | +19.6% | +35.4% | +52.8% |
| 5Y | +246.3% | -2.3% | +248.6% | +240.5% |
| 10Y | +181.0% | +181.4% | -0.4% | +168.6% |
| All | +246.6% | +755.0% | -508.4% | +240.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling