+192.9%
XOM vs WBD
+15.0%
+177.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | +4.1% | -0.7% | +4.8% | +4.2% |
| 30D | +4.6% | +1.4% | +3.2% | +4.3% |
| 3M | +14.0% | +4.4% | +9.6% | +13.0% |
| 6M | +11.0% | +0.8% | +10.1% | +10.6% |
| YTD | +40.7% | -2.7% | +43.4% | +41.1% |
| 1Y | +52.3% | +73.4% | -21.1% | +37.1% |
| 3Y | +60.5% | +142.1% | -81.7% | +28.9% |
| 5Y | +266.4% | +7.2% | +259.2% | +229.9% |
| All | +192.9% | +15.0% | +177.9% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 10y: compounded portfolio wealth divided by compounded WBD 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…
10y analysis · Full analysis span regression · 6 months rolling