+68.6%
XOP vs BBWI
+177.0%
-108.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -8.4% | -4.2% | -4.1% | -7.3% |
| 30D | -8.4% | +24.9% | -33.2% | -14.6% |
| 3M | +0.2% | +13.2% | -13.0% | -4.9% |
| 6M | +7.2% | +12.1% | -4.9% | 0.0% |
| YTD | +40.8% | +11.1% | +29.7% | +28.2% |
| 1Y | +36.3% | +0.7% | +35.6% | +25.7% |
| 3Y | +37.2% | -23.8% | +60.9% | +29.3% |
| 5Y | +86.6% | -66.9% | +153.6% | +117.5% |
| 10Y | +44.0% | -45.3% | +89.4% | +14.7% |
| All | +68.6% | +177.0% | -108.4% | -49.6% |
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