+59.7%
XOM vs WBD
+147.2%
-87.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | +1.9% | -0.6% | +2.5% | +1.9% |
| 30D | +4.1% | +4.2% | -0.1% | +3.6% |
| 3M | +10.4% | +7.5% | +2.9% | +9.5% |
| 6M | +13.0% | +1.6% | +11.4% | +12.8% |
| YTD | +40.1% | -2.2% | +42.2% | +40.2% |
| 1Y | +51.1% | +124.9% | -73.8% | +37.2% |
| All | +59.7% | +147.2% | -87.4% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling