+46.0%
XOM vs W
+25.7%
+20.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -1.4% |
| 7D | +1.8% | -4.2% | +5.9% | +1.4% |
| 30D | +5.9% | -7.6% | +13.4% | +5.1% |
| 3M | +5.6% | +37.2% | -31.6% | +10.8% |
| 6M | +7.9% | +26.3% | -18.5% | +14.1% |
| YTD | +35.2% | -1.0% | +36.2% | +41.9% |
| 1Y | +46.0% | +20.1% | +25.9% | +54.3% |
| All | +46.0% | +25.7% | +20.3% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling