+3.6%
WBD vs XOP
+158.8%
-155.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -0.7% | +2.6% | -3.4% | -1.9% |
| 30D | +1.4% | +9.6% | -8.2% | -2.8% |
| 3M | +4.4% | +20.4% | -16.0% | -4.5% |
| 6M | +0.8% | +19.9% | -19.1% | -8.7% |
| YTD | -2.7% | +56.4% | -59.1% | -23.2% |
| 1Y | +73.4% | +52.4% | +21.0% | +37.8% |
| 3Y | +142.1% | +39.9% | +102.3% | +96.9% |
| All | +3.6% | +158.8% | -155.2% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling