+4,294.1%
XOM vs WSM
+34,818.5%
-30,524.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -2.4% | +2.6% | -4.9% | -2.6% |
| 30D | +5.7% | -9.5% | +15.2% | +6.7% |
| 3M | +6.6% | +12.9% | -6.3% | +4.9% |
| 6M | +7.7% | +23.0% | -15.4% | +4.7% |
| YTD | +36.2% | +28.9% | +7.3% | +31.6% |
| 1Y | +50.5% | +13.7% | +36.8% | +47.2% |
| 3Y | +53.4% | +232.6% | -179.3% | +30.5% |
| 5Y | +254.2% | +185.9% | +68.3% | +200.4% |
| 10Y | +177.9% | +998.6% | -820.7% | +96.9% |
| All | +4,294.1% | +34,818.5% | -30,524.4% | +2,210.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling