+205.4%
XOM vs W
+212.4%
-6.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +2.8% | +0.2% | +2.7% | +2.8% |
| 30D | -3.6% | +6.8% | -10.4% | -4.0% |
| 3M | +8.2% | +10.7% | -2.4% | +7.5% |
| 6M | +14.0% | +86.3% | -72.3% | +9.4% |
| YTD | +44.6% | +11.5% | +33.1% | +42.1% |
| 1Y | +47.8% | +5.1% | +42.7% | +45.6% |
| 3Y | +79.6% | +171.0% | -91.4% | +61.2% |
| 5Y | +214.3% | -56.6% | +270.9% | +204.4% |
| All | +205.4% | +212.4% | -6.9% | +122.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling