+261.8%
XOM vs WST
-27.5%
+289.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.5% | +2.2% |
| 7D | 0.0% | -1.7% | +1.7% | +0.1% |
| 30D | +3.4% | -4.3% | +7.8% | +3.6% |
| 3M | +11.0% | +0.7% | +10.3% | +10.9% |
| 6M | +10.6% | +36.0% | -25.4% | +8.9% |
| YTD | +39.2% | +22.7% | +16.5% | +37.6% |
| 1Y | +52.7% | +34.1% | +18.6% | +50.2% |
| 3Y | +56.8% | -13.6% | +70.3% | +55.0% |
| 5Y | +261.8% | -26.0% | +287.8% | +221.4% |
| All | +261.8% | -27.5% | +289.3% | +221.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling