+60.5%
XOM vs WU
-28.7%
+89.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +4.1% | -3.5% | +7.6% | +4.5% |
| 30D | +4.6% | -2.9% | +7.5% | +4.9% |
| 3M | +14.0% | -2.3% | +16.2% | +13.4% |
| 6M | +11.0% | -25.4% | +36.3% | +15.1% |
| YTD | +40.7% | -21.2% | +61.9% | +44.3% |
| 1Y | +52.3% | -8.9% | +61.2% | +51.2% |
| 3Y | +60.5% | -29.0% | +89.4% | +63.8% |
| All | +60.5% | -28.7% | +89.2% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling