-18.2%
XOP vs W
+224.6%
-242.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | -0.3% |
| 7D | -10.0% | +3.3% | -13.3% | -10.5% |
| 30D | -9.1% | +10.5% | -19.6% | -10.3% |
| 3M | +5.1% | +9.6% | -4.6% | +3.5% |
| 6M | +6.4% | +76.4% | -70.0% | -2.1% |
| YTD | +39.7% | +16.4% | +23.3% | +33.4% |
| 1Y | +37.2% | +9.3% | +27.9% | +31.7% |
| 3Y | +37.6% | +172.8% | -135.2% | +11.7% |
| 5Y | +76.5% | -53.4% | +129.9% | +61.6% |
| 10Y | +42.6% | +243.6% | -201.0% | -14.4% |
| All | -18.2% | +224.6% | -242.8% | -52.0% |
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