+77.6%
XOP vs WAB
+1,784.5%
-1,706.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +1.4% |
| 7D | +6.3% | +5.1% | +1.3% | +3.0% |
| 30D | -6.6% | +4.0% | -10.6% | -9.4% |
| 3M | +3.6% | +0.1% | +3.5% | +2.5% |
| 6M | +10.8% | +12.8% | -2.0% | +0.3% |
| YTD | +48.3% | +40.1% | +8.2% | +15.2% |
| 1Y | +42.9% | +46.4% | -3.4% | +7.8% |
| 3Y | +43.3% | +167.4% | -124.1% | -27.6% |
| 5Y | +94.0% | +215.0% | -121.1% | -13.3% |
| 10Y | +53.7% | +269.2% | -215.5% | -40.8% |
| All | +77.6% | +1,784.5% | -1,706.9% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling