+191.6%
XOM vs WCC
+518.6%
-327.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.4% |
| 7D | +1.9% | +1.7% | +0.2% | +1.4% |
| 30D | +4.1% | -6.1% | +10.1% | +5.3% |
| 3M | +10.4% | +3.1% | +7.3% | +8.4% |
| 6M | +13.0% | +28.2% | -15.2% | +3.4% |
| YTD | +40.1% | +41.1% | -1.0% | +24.2% |
| 1Y | +51.1% | +61.3% | -10.2% | +28.2% |
| 3Y | +57.7% | +123.6% | -65.9% | +13.7% |
| 5Y | +264.7% | +214.8% | +49.9% | +118.3% |
| All | +191.6% | +518.6% | -327.0% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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