+4,261.5%
XOM vs WMB
+5,535.5%
-1,274.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +1.8% | +0.6% | +1.2% | +1.7% |
| 30D | +5.9% | +3.3% | +2.6% | +5.1% |
| 3M | +5.6% | +3.1% | +2.4% | +4.8% |
| 6M | +7.9% | -0.7% | +8.6% | +7.9% |
| YTD | +35.2% | +25.2% | +10.0% | +29.2% |
| 1Y | +46.0% | +32.9% | +13.1% | +37.7% |
| 3Y | +55.0% | +140.6% | -85.5% | +29.8% |
| 5Y | +246.3% | +273.5% | -27.1% | +168.8% |
| 10Y | +181.0% | +334.2% | -153.2% | +110.0% |
| All | +4,261.5% | +5,535.5% | -1,274.0% | +1,921.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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