+2,123.7%
XOM vs WAT
+12,173.3%
-10,049.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +2.8% | +0.6% | +2.3% | +2.7% |
| 30D | -3.6% | +5.4% | -9.0% | -4.6% |
| 3M | +8.2% | +11.3% | -3.1% | +6.0% |
| 6M | +14.0% | +37.4% | -23.4% | +7.3% |
| YTD | +44.6% | +21.2% | +23.4% | +37.8% |
| 1Y | +47.8% | +21.3% | +26.4% | +40.7% |
| 3Y | +79.6% | +83.4% | -3.8% | +55.3% |
| 5Y | +214.3% | +29.0% | +185.3% | +185.7% |
| 10Y | +204.0% | +223.9% | -19.9% | +132.2% |
| All | +2,123.7% | +12,173.3% | -10,049.7% | +1,118.5% |
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