+128.3%
WFC vs XOP
+165.6%
-37.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.8% |
| 7D | +0.4% | +1.0% | -0.5% | +0.1% |
| 30D | +2.5% | +10.8% | -8.4% | -1.0% |
| 3M | +10.0% | +19.5% | -9.5% | +3.2% |
| 6M | +15.1% | +21.6% | -6.5% | +6.2% |
| YTD | -2.2% | +55.8% | -58.0% | -18.0% |
| 1Y | +13.5% | +54.6% | -41.2% | -4.9% |
| 3Y | +135.2% | +36.6% | +98.6% | +102.8% |
| 5Y | +128.3% | +160.6% | -32.3% | +54.7% |
| All | +128.3% | +165.6% | -37.3% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling