+55.0%
XOP vs GWW
+570.2%
-515.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.2% |
| 7D | +2.6% | -3.4% | +6.0% | +4.3% |
| 30D | +9.6% | -1.9% | +11.5% | +10.5% |
| 3M | +20.4% | -2.4% | +22.8% | +21.1% |
| 6M | +19.9% | +15.7% | +4.2% | +9.6% |
| YTD | +56.4% | +27.6% | +28.8% | +35.6% |
| 1Y | +52.4% | +27.2% | +25.3% | +31.8% |
| 3Y | +39.9% | +89.7% | -49.8% | -4.3% |
| 5Y | +163.7% | +223.9% | -60.2% | +29.5% |
| All | +55.0% | +570.2% | -515.2% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling