+58.8%
XOM vs W
+38.0%
+20.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.2% |
| 7D | 0.0% | +5.9% | -5.9% | 0.0% |
| 30D | +3.4% | -3.0% | +6.5% | +3.4% |
| 3M | +11.0% | +40.3% | -29.3% | +10.6% |
| 6M | +10.6% | +32.2% | -21.6% | +10.3% |
| YTD | +39.2% | -0.3% | +39.5% | +40.2% |
| 1Y | +52.7% | +16.2% | +36.6% | +52.1% |
| All | +58.8% | +38.0% | +20.7% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling