+79.6%
XOM vs WAT
+82.3%
-2.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +2.8% | +0.6% | +2.3% | +2.8% |
| 30D | -3.6% | +5.4% | -9.0% | -3.9% |
| 3M | +8.2% | +11.3% | -3.1% | +7.5% |
| 6M | +14.0% | +37.4% | -23.4% | +11.5% |
| YTD | +44.6% | +21.2% | +23.4% | +43.1% |
| 1Y | +47.8% | +21.3% | +26.4% | +46.1% |
| 3Y | +79.6% | +83.4% | -3.8% | +71.8% |
| All | +79.6% | +82.3% | -2.8% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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