+2,252.4%
XOM vs WAB
+4,115.8%
-1,863.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.6% |
| 7D | -2.4% | +1.7% | -4.0% | -2.8% |
| 30D | +5.7% | -2.4% | +8.1% | +6.2% |
| 3M | +6.6% | +9.7% | -3.1% | +3.7% |
| 6M | +7.7% | +16.5% | -8.9% | +2.5% |
| YTD | +36.2% | +33.7% | +2.5% | +25.1% |
| 1Y | +50.5% | +49.7% | +0.8% | +34.0% |
| 3Y | +53.4% | +170.9% | -117.6% | +16.1% |
| 5Y | +254.2% | +228.0% | +26.1% | +153.5% |
| 10Y | +177.9% | +284.8% | -106.9% | +85.3% |
| All | +2,252.4% | +4,115.8% | -1,863.4% | +935.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling