+177.9%
XOM vs WM
+305.2%
-127.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | -2.4% | -0.9% | -1.5% | -2.0% |
| 30D | +5.7% | -4.3% | +10.0% | +7.9% |
| 3M | +6.6% | +0.8% | +5.8% | +5.9% |
| 6M | +7.7% | -10.8% | +18.4% | +13.1% |
| YTD | +36.2% | -0.1% | +36.2% | +35.5% |
| 1Y | +50.5% | +1.0% | +49.5% | +48.5% |
| 3Y | +53.4% | +45.1% | +8.3% | +21.9% |
| 5Y | +254.2% | +52.1% | +202.1% | +166.9% |
| 10Y | +177.9% | +302.9% | -125.0% | +33.6% |
| All | +177.9% | +305.2% | -127.3% | +33.6% |
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