+211.6%
XOM vs W
-55.8%
+267.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.8% |
| 3M | +8.2% | +10.7% | -2.4% | +8.0% |
| 6M | +14.0% | +86.3% | -72.3% | +11.8% |
| YTD | +44.6% | +11.5% | +33.1% | +44.0% |
| 1Y | +47.8% | +5.1% | +42.7% | +47.4% |
| 3Y | +79.6% | +171.0% | -91.4% | +68.2% |
| All | +211.6% | -55.8% | +267.4% | +185.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling