+162.4%
XOP vs BBWI
-66.8%
+229.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.2% |
| 7D | +0.6% | +1.6% | -0.9% | +0.3% |
| 30D | +16.5% | -6.2% | +22.7% | +17.4% |
| 3M | +15.7% | +4.3% | +11.4% | +13.8% |
| 6M | +19.2% | -7.2% | +26.4% | +18.3% |
| YTD | +55.0% | -3.0% | +58.0% | +51.5% |
| 1Y | +54.2% | -30.8% | +84.9% | +60.5% |
| 3Y | +35.9% | -43.4% | +79.3% | +41.6% |
| 5Y | +162.4% | -66.7% | +229.1% | +214.8% |
| All | +162.4% | -66.8% | +229.2% | +214.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling