+130.7%
WFC vs XOP
+36.7%
+94.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.8% |
| 7D | +1.1% | +0.6% | +0.4% | +0.8% |
| 30D | +0.8% | +16.5% | -15.7% | -4.1% |
| 3M | +9.3% | +15.7% | -6.4% | +3.8% |
| 6M | +10.6% | +19.2% | -8.6% | +2.7% |
| YTD | -4.1% | +55.0% | -59.0% | -21.0% |
| 1Y | +13.6% | +54.2% | -40.6% | -6.8% |
| 3Y | +130.7% | +35.9% | +94.9% | +94.8% |
| All | +130.7% | +36.7% | +94.0% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling