+462.3%
XOM vs WBD
+288.3%
+173.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +3.0% | +2.4% |
| 7D | 0.0% | -1.7% | +1.7% | +0.4% |
| 30D | +3.4% | +3.9% | -0.4% | +2.5% |
| 3M | +11.0% | +5.1% | +5.9% | +9.6% |
| 6M | +10.6% | +0.6% | +10.0% | +10.3% |
| YTD | +39.2% | -3.2% | +42.4% | +39.8% |
| 1Y | +52.7% | +127.7% | -74.9% | +24.0% |
| 3Y | +56.8% | +146.6% | -89.8% | +17.3% |
| 5Y | +261.8% | +4.2% | +257.6% | +212.6% |
| 10Y | +191.3% | +13.7% | +177.6% | +116.7% |
| All | +462.3% | +288.3% | +173.9% | +148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling