+99.4%
WMT vs XOP
+35.8%
+63.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -0.2% | +1.0% | -1.2% | -0.3% |
| 30D | -5.8% | +10.8% | -16.7% | -6.7% |
| 3M | -10.8% | +19.5% | -30.2% | -12.2% |
| 6M | -14.3% | +21.6% | -35.9% | -16.1% |
| YTD | -4.4% | +55.8% | -60.2% | -9.2% |
| 1Y | +4.3% | +54.6% | -50.3% | -1.0% |
| All | +99.4% | +35.8% | +63.6% | +84.9% |
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