+2,624.6%
WDC vs XOP
+78.0%
+2,546.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.9% | -5.4% |
| 7D | +12.1% | +6.3% | +5.7% | +8.8% |
| 30D | -18.8% | -6.6% | -12.2% | -16.0% |
| 3M | -39.3% | +3.6% | -42.9% | -40.6% |
| 6M | -40.1% | +10.8% | -50.9% | -43.8% |
| YTD | +71.8% | +48.3% | +23.5% | +36.9% |
| 1Y | +88.5% | +42.9% | +45.5% | +52.6% |
| 3Y | +770.0% | +43.3% | +726.7% | +594.5% |
| 5Y | +549.0% | +94.0% | +455.1% | +323.7% |
| 10Y | +650.3% | +53.7% | +596.6% | +367.4% |
| All | +2,624.6% | +78.0% | +2,546.6% | +1,077.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling