+52.4%
XOP vs NWSA
+3.0%
+49.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.6% | -2.8% | +5.4% | +2.4% |
| 30D | +9.6% | +3.0% | +6.6% | +9.8% |
| 3M | +20.4% | +12.3% | +8.0% | +21.5% |
| 6M | +19.9% | +21.9% | -2.0% | +21.0% |
| YTD | +56.4% | +13.6% | +42.8% | +58.6% |
| 1Y | +52.4% | +0.5% | +52.0% | +50.3% |
| All | +52.4% | +3.0% | +49.5% | +50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling