+191.6%
XOM vs WWD
+490.2%
-298.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.1% |
| 7D | +1.9% | -2.9% | +4.7% | +2.8% |
| 30D | +4.1% | -6.6% | +10.7% | +6.1% |
| 3M | +10.4% | -9.3% | +19.7% | +12.6% |
| 6M | +13.0% | -13.6% | +26.6% | +15.4% |
| YTD | +40.1% | +10.4% | +29.7% | +30.3% |
| 1Y | +51.1% | +39.9% | +11.2% | +27.7% |
| 3Y | +57.7% | +165.0% | -107.3% | -0.5% |
| 5Y | +264.7% | +183.8% | +80.9% | +115.6% |
| All | +191.6% | +490.2% | -298.7% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling