-15.4%
XOP vs W
+217.9%
-233.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.5% |
| 7D | +0.5% | -7.4% | +7.9% | +1.2% |
| 30D | -7.3% | +7.8% | -15.1% | -8.3% |
| 3M | +1.4% | +10.9% | -9.5% | -0.2% |
| 6M | +7.8% | +86.4% | -78.7% | -1.5% |
| YTD | +44.5% | +14.0% | +30.6% | +38.3% |
| 1Y | +37.0% | +3.5% | +33.5% | +32.3% |
| 3Y | +40.8% | +164.8% | -124.0% | +14.6% |
| 5Y | +88.7% | -53.1% | +141.8% | +72.5% |
| 10Y | +49.9% | +220.4% | -170.6% | -9.5% |
| All | -15.4% | +217.9% | -233.2% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling