+51.7%
XOP vs NWSA
+148.1%
-96.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.7% | -0.5% |
| 7D | +6.3% | +2.2% | +4.1% | +5.1% |
| 30D | -6.6% | -8.8% | +2.2% | -2.9% |
| 3M | +3.6% | -6.5% | +10.0% | +5.8% |
| 6M | +10.8% | +1.5% | +9.3% | +6.9% |
| YTD | +48.3% | +4.0% | +44.2% | +39.1% |
| 1Y | +42.9% | +3.4% | +39.5% | +34.4% |
| 3Y | +43.3% | +34.8% | +8.5% | +12.1% |
| 5Y | +94.0% | +18.4% | +75.6% | +57.1% |
| All | +51.7% | +148.1% | -96.5% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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