+54.8%
XOP vs BBWI
-57.7%
+112.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | +1.6% | -8.0% | +9.6% | +3.5% |
| 30D | +9.6% | -6.6% | +16.2% | +10.9% |
| 3M | +16.9% | -2.7% | +19.6% | +16.0% |
| 6M | +24.0% | -12.8% | +36.8% | +24.0% |
| YTD | +56.2% | -10.5% | +66.7% | +53.9% |
| 1Y | +51.8% | -35.3% | +87.1% | +60.2% |
| 3Y | +37.0% | -47.7% | +84.7% | +45.2% |
| 5Y | +163.4% | -68.9% | +232.3% | +206.6% |
| All | +54.8% | -57.7% | +112.5% | +15.5% |
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