+4,398.3%
XOM vs WST
+14,983.8%
-10,585.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -7.3% | +1.4% | -8.7% | -7.6% |
| 30D | -2.6% | +12.7% | -15.4% | -4.8% |
| 3M | +3.6% | +17.2% | -13.6% | +0.5% |
| 6M | +15.3% | +26.7% | -11.4% | +10.0% |
| YTD | +39.4% | +50.3% | -10.9% | +28.0% |
| 1Y | +43.2% | +50.2% | -7.1% | +31.4% |
| 3Y | +74.9% | +21.7% | +53.2% | +58.3% |
| 5Y | +201.3% | +2.0% | +199.2% | +175.0% |
| 10Y | +188.5% | +451.1% | -262.6% | +67.6% |
| All | +4,398.3% | +14,983.8% | -10,585.5% | +1,316.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling