+188.5%
XOM vs WM
+329.9%
-141.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -7.3% | +1.2% | -8.5% | -7.9% |
| 30D | -2.6% | +13.7% | -16.3% | -8.6% |
| 3M | +3.6% | +5.2% | -1.6% | +0.8% |
| 6M | +15.3% | +11.2% | +4.1% | +9.0% |
| YTD | +39.4% | +9.4% | +30.0% | +32.4% |
| 1Y | +43.2% | +20.4% | +22.8% | +29.8% |
| 3Y | +74.9% | +44.7% | +30.3% | +39.9% |
| 5Y | +201.3% | +58.5% | +142.8% | +124.0% |
| 10Y | +188.5% | +326.4% | -137.9% | +37.0% |
| All | +188.5% | +329.9% | -141.4% | +37.0% |
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