+372.1%
XOM vs WU
-19.6%
+391.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | +1.8% | -0.8% | +2.6% | +2.0% |
| 30D | +5.9% | -1.1% | +7.0% | +6.1% |
| 3M | +5.6% | -3.9% | +9.4% | +5.2% |
| 6M | +7.9% | -20.7% | +28.5% | +14.5% |
| YTD | +35.2% | -18.4% | +53.5% | +41.6% |
| 1Y | +46.0% | -8.1% | +54.1% | +45.2% |
| 3Y | +55.0% | -24.2% | +79.2% | +61.6% |
| 5Y | +246.3% | -50.4% | +296.8% | +313.5% |
| 10Y | +181.0% | -40.0% | +221.0% | +206.0% |
| All | +372.1% | -19.6% | +391.7% | +306.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling