+192.9%
XOM vs WSM
+1,071.8%
-878.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.3% |
| 7D | +4.1% | -0.5% | +4.6% | +4.2% |
| 30D | +4.6% | -7.7% | +12.3% | +5.8% |
| 3M | +14.0% | +3.8% | +10.2% | +13.0% |
| 6M | +11.0% | +22.7% | -11.7% | +6.6% |
| YTD | +40.7% | +28.0% | +12.7% | +33.9% |
| 1Y | +52.3% | +12.7% | +39.6% | +47.7% |
| 3Y | +60.5% | +231.3% | -170.8% | +23.3% |
| 5Y | +266.4% | +177.2% | +89.2% | +181.3% |
| All | +192.9% | +1,071.8% | -878.8% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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