+92.7%
XOP vs NWSA
+18.8%
+73.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.7% | +0.1% |
| 7D | +6.3% | +2.2% | +4.1% | +5.6% |
| 30D | -6.6% | -8.8% | +2.2% | -4.3% |
| 3M | +3.6% | -6.5% | +10.0% | +5.0% |
| 6M | +10.8% | +1.5% | +9.3% | +8.4% |
| YTD | +48.3% | +4.0% | +44.2% | +42.6% |
| 1Y | +42.9% | +3.4% | +39.5% | +37.8% |
| 3Y | +43.3% | +34.8% | +8.5% | +22.3% |
| All | +92.7% | +18.8% | +73.9% | +70.8% |
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