+375.6%
XOM vs WU
-21.6%
+397.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.3% | +1.6% |
| 7D | -2.4% | -0.8% | -1.5% | -2.1% |
| 30D | +5.7% | -1.1% | +6.8% | +5.9% |
| 3M | +6.6% | -1.8% | +8.4% | +5.3% |
| 6M | +7.7% | -23.9% | +31.6% | +16.0% |
| YTD | +36.2% | -20.4% | +56.6% | +43.9% |
| 1Y | +50.5% | -10.6% | +61.1% | +51.1% |
| 3Y | +53.4% | -27.7% | +81.1% | +62.7% |
| 5Y | +254.2% | -51.1% | +305.3% | +324.5% |
| 10Y | +177.9% | -40.7% | +218.6% | +203.7% |
| All | +375.6% | -21.6% | +397.2% | +312.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WU 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling