+39.7%
XOP vs WAB
+174.5%
-134.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +0.5% | +3.1% | -2.6% | -0.5% |
| 30D | -7.3% | +6.4% | -13.7% | -9.3% |
| 3M | +1.4% | +2.2% | -0.8% | +0.5% |
| 6M | +7.8% | +13.7% | -5.9% | +1.9% |
| YTD | +44.5% | +43.0% | +1.5% | +19.4% |
| 1Y | +37.0% | +47.0% | -9.9% | +11.3% |
| All | +39.7% | +174.5% | -134.8% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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