+126.3%
WFC vs XOP
+43.8%
+82.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +2.5% | +6.3% | -3.8% | +0.8% |
| 30D | +7.0% | -6.6% | +13.6% | +8.7% |
| 3M | -1.8% | +3.6% | -5.3% | -3.4% |
| 6M | +18.4% | +10.8% | +7.6% | +13.3% |
| YTD | -5.6% | +48.3% | -53.9% | -21.5% |
| 1Y | +3.9% | +42.9% | -39.1% | -12.2% |
| 3Y | +126.3% | +43.3% | +83.0% | +81.9% |
| All | +126.3% | +43.8% | +82.5% | +81.9% |
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 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