+59.7%
XOM vs WY
-25.0%
+84.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.0% |
| 7D | +1.9% | -3.7% | +5.5% | +2.4% |
| 30D | +4.1% | -11.3% | +15.4% | +6.0% |
| 3M | +10.4% | -8.1% | +18.6% | +11.6% |
| 6M | +13.0% | -7.4% | +20.5% | +13.6% |
| YTD | +40.1% | -4.7% | +44.8% | +39.5% |
| 1Y | +51.1% | -9.2% | +60.3% | +52.2% |
| All | +59.7% | -25.0% | +84.8% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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