+47.8%
XOP vs BBWI
-46.6%
+94.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.6% |
| 7D | +0.5% | -7.7% | +8.2% | +2.3% |
| 30D | -7.3% | +24.8% | -32.0% | -12.3% |
| 3M | +1.4% | +16.2% | -14.8% | -3.2% |
| 6M | +7.8% | +15.8% | -8.1% | +1.4% |
| YTD | +44.5% | +11.4% | +33.1% | +34.4% |
| 1Y | +37.0% | +3.2% | +33.8% | +28.2% |
| 3Y | +40.8% | -23.5% | +64.3% | +35.3% |
| 5Y | +88.7% | -67.4% | +156.1% | +118.2% |
| All | +47.8% | -46.6% | +94.5% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling