-10.8%
XOP vs W
+176.2%
-187.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.4% | -1.1% |
| 7D | +2.6% | -4.2% | +6.7% | +3.0% |
| 30D | +15.4% | -7.6% | +23.0% | +16.3% |
| 3M | +12.1% | +37.2% | -25.1% | +6.7% |
| 6M | +19.7% | +26.3% | -6.6% | +14.0% |
| YTD | +52.4% | -1.0% | +53.4% | +48.6% |
| 1Y | +47.6% | +20.1% | +27.5% | +39.2% |
| 3Y | +34.4% | +37.8% | -3.4% | +17.8% |
| 5Y | +154.4% | -63.7% | +218.0% | +140.4% |
| 10Y | +54.7% | +156.3% | -101.6% | -4.3% |
| All | -10.8% | +176.2% | -187.0% | -46.5% |
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