+264.7%
XOM vs WAT
-5.3%
+270.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +1.9% | -2.9% | +4.7% | +2.1% |
| 30D | +4.1% | -3.2% | +7.3% | +4.4% |
| 3M | +10.4% | +10.6% | -0.2% | +9.2% |
| 6M | +13.0% | +34.0% | -21.0% | +8.8% |
| YTD | +40.1% | +5.7% | +34.3% | +38.8% |
| 1Y | +51.1% | +37.1% | +14.1% | +43.7% |
| 3Y | +57.7% | +52.4% | +5.3% | +45.8% |
| 5Y | +264.7% | -4.4% | +269.1% | +241.6% |
| All | +264.7% | -5.3% | +270.0% | +241.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling