+53.4%
XOM vs WST
-15.5%
+68.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | +5.7% | -4.6% | +10.3% | +5.8% |
| 3M | +6.6% | +5.7% | +0.9% | +6.4% |
| 6M | +7.7% | +37.6% | -29.9% | +6.5% |
| YTD | +36.2% | +23.0% | +13.1% | +35.1% |
| 1Y | +50.5% | +33.8% | +16.7% | +48.8% |
| 3Y | +53.4% | -13.4% | +66.7% | +46.2% |
| All | +53.4% | -15.5% | +68.9% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 3y: compounded portfolio wealth divided by compounded WST 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…
3y analysis · Full analysis span regression · 6 months rolling