+77.6%
XOP vs GWW
+2,840.5%
-2,762.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.5% |
| 7D | +6.3% | +3.6% | +2.8% | +4.0% |
| 30D | -6.6% | +12.1% | -18.7% | -13.6% |
| 3M | +3.6% | +12.9% | -9.3% | -4.9% |
| 6M | +10.8% | +19.3% | -8.6% | -2.5% |
| YTD | +48.3% | +48.7% | -0.5% | +11.4% |
| 1Y | +42.9% | +60.5% | -17.6% | +1.9% |
| 3Y | +43.3% | +93.3% | -50.0% | -12.2% |
| 5Y | +94.0% | +219.0% | -125.0% | -19.1% |
| 10Y | +53.7% | +659.0% | -605.2% | -68.1% |
| All | +77.6% | +2,840.5% | -2,762.9% | -87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling