+349.1%
WFC vs XOP
+73.5%
+275.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -1.2% |
| 7D | -1.3% | +0.5% | -1.8% | -1.5% |
| 30D | +3.6% | -7.3% | +10.9% | +6.6% |
| 3M | -1.3% | +1.4% | -2.7% | -2.7% |
| 6M | +18.0% | +7.8% | +10.2% | +12.1% |
| YTD | -5.9% | +44.5% | -50.4% | -23.2% |
| 1Y | +1.8% | +37.0% | -35.3% | -14.9% |
| 3Y | +125.0% | +40.8% | +84.2% | +81.9% |
| 5Y | +92.0% | +88.7% | +3.3% | +27.6% |
| 10Y | +117.9% | +49.9% | +68.1% | +34.9% |
| All | +349.1% | +73.5% | +275.6% | +117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling