+85.6%
XOP vs GWW
+2,441.0%
-2,355.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.3% | +3.4% |
| 7D | +0.6% | -1.5% | +2.1% | +1.5% |
| 30D | +16.5% | +1.1% | +15.4% | +15.6% |
| 3M | +15.7% | -1.0% | +16.7% | +15.5% |
| 6M | +19.2% | +16.3% | +2.9% | +5.9% |
| YTD | +55.0% | +28.5% | +26.4% | +28.6% |
| 1Y | +54.2% | +30.3% | +23.9% | +26.1% |
| 3Y | +35.9% | +91.6% | -55.7% | -16.6% |
| 5Y | +162.4% | +224.0% | -61.6% | +7.3% |
| 10Y | +50.2% | +551.3% | -501.2% | -65.5% |
| All | +85.6% | +2,441.0% | -2,355.4% | -85.2% |
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