+4,261.5%
XOM vs WST
+12,330.1%
-8,068.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | +1.8% | +0.7% | +1.0% | +1.6% |
| 30D | +5.9% | -3.1% | +9.0% | +6.4% |
| 3M | +5.6% | +7.2% | -1.6% | +4.0% |
| 6M | +7.9% | +36.8% | -29.0% | +1.1% |
| YTD | +35.2% | +23.8% | +11.3% | +28.8% |
| 1Y | +46.0% | +37.8% | +8.2% | +35.8% |
| 3Y | +55.0% | -15.9% | +70.9% | +50.9% |
| 5Y | +246.3% | -25.8% | +272.1% | +236.8% |
| 10Y | +181.0% | +319.6% | -138.6% | +72.2% |
| All | +4,261.5% | +12,330.1% | -8,068.6% | +1,324.5% |
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