+191.6%
XOM vs WAB
+292.7%
-101.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | +4.1% | -5.9% | +9.9% | +6.4% |
| 3M | +10.4% | +9.4% | +1.0% | +5.7% |
| 6M | +13.0% | +13.8% | -0.8% | +5.3% |
| YTD | +40.1% | +31.8% | +8.3% | +22.4% |
| 1Y | +51.1% | +48.5% | +2.6% | +24.9% |
| 3Y | +57.7% | +167.0% | -109.2% | -2.1% |
| 5Y | +264.7% | +222.3% | +42.4% | +103.3% |
| All | +191.6% | +292.7% | -101.1% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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