+82.5%
XOP vs BBWI
+149.6%
-67.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.7% | -1.7% |
| 7D | +2.6% | +1.5% | +1.1% | +2.0% |
| 30D | +15.4% | -5.2% | +20.6% | +16.6% |
| 3M | +12.1% | +11.1% | +1.0% | +6.8% |
| 6M | +19.7% | -13.4% | +33.1% | +19.9% |
| YTD | +52.4% | +0.1% | +52.3% | +44.7% |
| 1Y | +47.6% | -36.1% | +83.7% | +58.1% |
| 3Y | +34.4% | -44.1% | +78.5% | +40.8% |
| 5Y | +154.4% | -66.2% | +220.6% | +195.6% |
| 10Y | +54.7% | -54.8% | +109.4% | +32.7% |
| All | +82.5% | +149.6% | -67.1% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling