+259.2%
XOM vs SW
+730.4%
-471.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | +9.7% | -7.3% | +17.1% | +9.9% |
| 6M | +8.1% | +15.0% | -6.8% | +7.4% |
| YTD | +40.1% | +18.5% | +21.6% | +38.7% |
| 1Y | +49.6% | +27.1% | +22.5% | +47.7% |
| 3Y | +69.3% | +49.3% | +19.9% | +65.7% |
| 5Y | +202.9% | -1.6% | +204.6% | +197.8% |
| 10Y | +204.7% | +185.4% | +19.3% | +191.4% |
| All | +259.2% | +730.4% | -471.2% | +252.9% |
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 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