+37.6%
XOP vs W
+151.3%
-113.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | 0.0% |
| 7D | -10.0% | +3.3% | -13.3% | -10.2% |
| 30D | -9.1% | +10.5% | -19.6% | -9.7% |
| 3M | +5.1% | +9.6% | -4.6% | +4.3% |
| 6M | +6.4% | +76.4% | -70.0% | +0.6% |
| YTD | +39.7% | +16.4% | +23.3% | +37.3% |
| 1Y | +37.2% | +9.3% | +27.9% | +35.6% |
| 3Y | +37.6% | +172.8% | -135.2% | +7.1% |
| All | +37.6% | +151.3% | -113.7% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling