+191.6%
XOM vs W
+155.6%
+35.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.7% |
| 7D | +1.9% | +0.5% | +1.4% | +1.8% |
| 30D | +4.1% | -5.6% | +9.6% | +4.3% |
| 3M | +10.4% | +41.9% | -31.5% | +7.8% |
| 6M | +13.0% | +30.2% | -17.2% | +10.4% |
| YTD | +40.1% | -2.9% | +43.0% | +38.8% |
| 1Y | +51.1% | +11.6% | +39.6% | +47.9% |
| 3Y | +57.7% | +37.0% | +20.8% | +47.4% |
| 5Y | +264.7% | -62.8% | +327.6% | +256.1% |
| All | +191.6% | +155.6% | +35.9% | +108.8% |
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