+201.3%
XOM vs WST
+1.6%
+199.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.2% |
| 7D | -7.3% | +1.4% | -8.7% | -7.4% |
| 30D | -2.6% | +12.7% | -15.4% | -3.2% |
| 3M | +3.6% | +17.2% | -13.6% | +2.8% |
| 6M | +15.3% | +26.7% | -11.4% | +13.9% |
| YTD | +39.4% | +50.3% | -10.9% | +36.3% |
| 1Y | +43.2% | +50.2% | -7.1% | +39.9% |
| 3Y | +74.9% | +21.7% | +53.2% | +69.3% |
| 5Y | +201.3% | +2.0% | +199.2% | +168.2% |
| All | +201.3% | +1.6% | +199.6% | +168.2% |
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 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