+10.2%
XOP vs GWRE
+741.3%
-731.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +2.6% | -13.2% | +15.9% | +6.1% |
| 30D | +9.6% | -18.6% | +28.2% | +13.9% |
| 3M | +20.4% | +18.9% | +1.5% | +12.2% |
| 6M | +19.9% | -11.0% | +30.9% | +18.8% |
| YTD | +56.4% | -29.9% | +86.3% | +64.0% |
| 1Y | +52.4% | -44.3% | +96.8% | +70.0% |
| 3Y | +39.9% | +51.7% | -11.8% | +11.0% |
| 5Y | +163.7% | +15.4% | +148.3% | +121.0% |
| 10Y | +56.8% | +129.4% | -72.6% | +4.3% |
| All | +10.2% | +741.3% | -731.1% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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