+192.9%
XOM vs WCN
+235.9%
-43.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +4.1% | -3.1% | +7.2% | +5.4% |
| 30D | +4.6% | -3.4% | +8.0% | +6.0% |
| 3M | +14.0% | +3.0% | +11.0% | +12.3% |
| 6M | +11.0% | -3.8% | +14.7% | +12.1% |
| YTD | +40.7% | -8.3% | +49.0% | +44.7% |
| 1Y | +52.3% | -9.7% | +62.1% | +57.3% |
| 3Y | +60.5% | +17.2% | +43.3% | +44.7% |
| 5Y | +266.4% | +25.3% | +241.1% | +212.8% |
| All | +192.9% | +235.9% | -43.0% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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