+57.9%
XOM vs WETO
-99.4%
+157.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +0.5% |
| 7D | +4.1% | -4.3% | +8.4% | +4.1% |
| 30D | +4.6% | -39.9% | +44.5% | +5.3% |
| 3M | +14.0% | -97.9% | +111.9% | +13.6% |
| 6M | +11.0% | -95.0% | +106.0% | +10.8% |
| YTD | +40.7% | -97.2% | +137.9% | +41.0% |
| 1Y | +52.3% | -98.9% | +151.2% | +53.4% |
| All | +57.9% | -99.4% | +157.4% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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