+442.3%
WELL vs XOP
+53.9%
+388.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | +0.1% | +6.3% | -6.2% | -1.5% |
| 30D | +5.7% | -6.6% | +12.2% | +7.3% |
| 3M | +4.6% | +3.6% | +1.1% | +3.3% |
| 6M | +11.9% | +10.8% | +1.1% | +8.0% |
| YTD | +33.6% | +48.3% | -14.7% | +18.4% |
| 1Y | +29.8% | +42.9% | -13.2% | +16.0% |
| 3Y | +202.2% | +43.3% | +158.9% | +163.4% |
| 5Y | +223.2% | +94.0% | +129.3% | +146.3% |
| All | +442.3% | +53.9% | +388.4% | +187.1% |
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