+163.4%
XOP vs NWSA
+39.0%
+124.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +1.6% | -4.8% | +6.4% | +3.4% |
| 30D | +9.6% | +3.0% | +6.6% | +8.3% |
| 3M | +16.9% | +9.3% | +7.6% | +12.6% |
| 6M | +24.0% | +23.2% | +0.8% | +13.2% |
| YTD | +56.2% | +13.3% | +42.9% | +46.8% |
| 1Y | +51.8% | +2.9% | +48.9% | +48.1% |
| 3Y | +37.0% | +43.3% | -6.4% | +14.7% |
| 5Y | +163.4% | +40.9% | +122.5% | +115.2% |
| All | +163.4% | +39.0% | +124.3% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling