+44.0%
XOP vs W
+228.8%
-184.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.2% |
| 7D | -8.4% | +1.1% | -9.4% | -8.6% |
| 30D | -8.4% | +6.4% | -14.8% | -9.2% |
| 3M | +0.2% | +9.0% | -8.8% | -1.3% |
| 6M | +7.2% | +69.8% | -62.6% | -1.3% |
| YTD | +40.8% | +12.1% | +28.8% | +34.8% |
| 1Y | +36.3% | 0.0% | +36.3% | +32.0% |
| 3Y | +37.2% | +160.3% | -123.2% | +10.6% |
| 5Y | +86.6% | -53.3% | +139.9% | +71.4% |
| 10Y | +44.0% | +217.0% | -172.9% | -25.4% |
| All | +44.0% | +228.8% | -184.8% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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