+56.2%
XOP vs W
+142.4%
-86.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +1.0% | +5.9% | -4.9% | +0.3% |
| 30D | +10.8% | -3.0% | +13.9% | +11.1% |
| 3M | +19.5% | +40.3% | -20.9% | +13.3% |
| 6M | +21.6% | +32.2% | -10.6% | +14.9% |
| YTD | +55.8% | -0.3% | +56.1% | +51.7% |
| 1Y | +54.6% | +16.2% | +38.5% | +46.3% |
| 3Y | +36.6% | +40.7% | -4.1% | +18.6% |
| 5Y | +160.6% | -62.3% | +223.0% | +146.7% |
| 10Y | +56.2% | +162.2% | -106.0% | -18.2% |
| All | +56.2% | +142.4% | -86.1% | -18.2% |
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