+56.2%
XOP vs WAT
+156.2%
-100.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | +1.0% | -1.8% | +2.8% | +1.6% |
| 30D | +10.8% | -1.7% | +12.5% | +11.3% |
| 3M | +19.5% | +9.1% | +10.4% | +15.3% |
| 6M | +21.6% | +32.4% | -10.8% | +7.9% |
| YTD | +55.8% | +6.6% | +49.3% | +48.9% |
| 1Y | +54.6% | +34.7% | +19.9% | +33.8% |
| 3Y | +36.6% | +53.6% | -16.9% | +5.3% |
| 5Y | +160.6% | -4.1% | +164.7% | +145.2% |
| 10Y | +56.2% | +167.9% | -111.6% | -11.2% |
| All | +56.2% | +156.2% | -100.0% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling