+368.1%
WFC vs XOP
+82.9%
+285.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.3% |
| 7D | +3.8% | +2.6% | +1.2% | +2.6% |
| 30D | +1.5% | +15.4% | -14.0% | -5.2% |
| 3M | +10.9% | +12.1% | -1.2% | +4.3% |
| 6M | +8.4% | +19.7% | -11.3% | -2.1% |
| YTD | -1.9% | +52.4% | -54.3% | -21.3% |
| 1Y | +12.3% | +47.6% | -35.2% | -9.0% |
| 3Y | +132.3% | +34.4% | +98.0% | +93.1% |
| 5Y | +130.1% | +154.4% | -24.3% | +32.3% |
| 10Y | +134.4% | +54.7% | +79.7% | +43.6% |
| All | +368.1% | +82.9% | +285.2% | +122.4% |
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