+58.8%
XOM vs WAB
+164.8%
-106.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.4% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | +3.4% | -4.6% | +8.0% | +4.1% |
| 3M | +11.0% | +5.6% | +5.4% | +9.7% |
| 6M | +10.6% | +13.8% | -3.2% | +7.1% |
| YTD | +39.2% | +31.9% | +7.4% | +29.5% |
| 1Y | +52.7% | +48.3% | +4.5% | +37.3% |
| All | +58.8% | +164.8% | -106.0% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling