+11.4%
WBD vs XOP
+58.6%
-47.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -0.7% | +2.6% | -3.4% | -1.7% |
| 30D | +1.4% | +9.6% | -8.2% | -2.1% |
| 3M | +4.4% | +20.4% | -16.0% | -3.0% |
| 6M | +0.8% | +19.9% | -19.1% | -6.9% |
| YTD | -2.7% | +56.4% | -59.1% | -19.3% |
| 1Y | +73.4% | +52.4% | +21.0% | +44.6% |
| 3Y | +142.1% | +39.9% | +102.3% | +108.2% |
| 5Y | +7.2% | +163.7% | -156.5% | -27.9% |
| All | +11.4% | +58.6% | -47.3% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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