+111.7%
WFC vs XOP
+52.4%
+59.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.7% |
| 7D | +1.7% | +5.2% | -3.4% | -0.3% |
| 30D | +6.8% | -8.4% | +15.2% | +10.2% |
| 3M | -3.0% | +2.9% | -5.9% | -4.8% |
| 6M | +15.4% | +8.8% | +6.6% | +9.9% |
| YTD | -5.9% | +46.9% | -52.8% | -22.0% |
| 1Y | +1.7% | +41.5% | -39.8% | -14.5% |
| 3Y | +124.9% | +43.1% | +81.8% | +85.0% |
| 5Y | +90.5% | +92.2% | -1.7% | +31.4% |
| All | +111.7% | +52.4% | +59.3% | +17.9% |
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 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