+909.9%
XOM vs WCC
+1,563.0%
-653.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.8% |
| 7D | +2.8% | +9.9% | -7.1% | +0.9% |
| 30D | -3.6% | -8.4% | +4.8% | -2.4% |
| 3M | +8.2% | -10.3% | +18.6% | +9.6% |
| 6M | +14.0% | -10.5% | +24.5% | +14.5% |
| YTD | +44.6% | +32.2% | +12.4% | +32.8% |
| 1Y | +47.8% | +25.5% | +22.2% | +37.0% |
| 3Y | +79.6% | +134.7% | -55.1% | +39.9% |
| 5Y | +214.3% | +139.9% | +74.4% | +134.7% |
| 10Y | +204.0% | +433.5% | -229.4% | +79.0% |
| All | +909.9% | +1,563.0% | -653.1% | +332.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling