+255.6%
XOM vs WCN
+24.7%
+230.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | +1.9% | -4.4% | +6.3% | +2.9% |
| 30D | +4.1% | -4.4% | +8.5% | +5.1% |
| 3M | +10.4% | +0.5% | +9.9% | +10.2% |
| 6M | +13.0% | -3.3% | +16.3% | +13.6% |
| YTD | +40.1% | -8.5% | +48.5% | +42.5% |
| 1Y | +51.1% | -8.9% | +60.1% | +53.7% |
| 3Y | +57.7% | +18.0% | +39.7% | +49.3% |
| All | +255.6% | +24.7% | +230.9% | +231.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling