+160.6%
XOP vs BWA
+89.5%
+71.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | +1.0% | +0.1% | +0.8% | +0.9% |
| 30D | +10.8% | -5.6% | +16.4% | +12.6% |
| 3M | +19.5% | -10.7% | +30.2% | +23.0% |
| 6M | +21.6% | +23.2% | -1.6% | +10.8% |
| YTD | +55.8% | +46.0% | +9.8% | +29.9% |
| 1Y | +54.6% | +51.2% | +3.5% | +26.4% |
| 3Y | +36.6% | +69.6% | -32.9% | +2.3% |
| 5Y | +160.6% | +86.6% | +74.1% | +72.1% |
| All | +160.6% | +89.5% | +71.2% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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