+1,978.7%
XOM vs WAT
+10,816.8%
-8,838.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | +1.8% | -1.3% | +3.0% | +2.0% |
| 30D | +5.9% | +2.3% | +3.5% | +5.3% |
| 3M | +5.6% | +8.7% | -3.2% | +3.8% |
| 6M | +7.9% | +28.3% | -20.5% | +2.2% |
| YTD | +35.2% | +7.8% | +27.4% | +31.7% |
| 1Y | +46.0% | +36.6% | +9.4% | +35.8% |
| 3Y | +55.0% | +45.7% | +9.4% | +39.7% |
| 5Y | +246.3% | -3.3% | +249.6% | +231.8% |
| 10Y | +181.0% | +162.1% | +18.9% | +122.4% |
| All | +1,978.7% | +10,816.8% | -8,838.1% | +1,064.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling