+191.6%
XOM vs WM
+337.2%
-145.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -8.3% | -0.5% | -7.9% | -8.2% |
| 30D | -2.5% | +13.3% | -15.8% | -8.4% |
| 3M | +8.3% | +4.4% | +4.0% | +5.8% |
| 6M | +15.5% | +10.8% | +4.6% | +9.3% |
| YTD | +39.6% | +9.1% | +30.6% | +32.8% |
| 1Y | +44.6% | +19.1% | +25.5% | +31.7% |
| 3Y | +76.6% | +45.7% | +30.9% | +40.6% |
| 5Y | +195.8% | +60.4% | +135.4% | +117.9% |
| 10Y | +191.6% | +328.7% | -137.1% | +37.7% |
| All | +191.6% | +337.2% | -145.6% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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