+50.3%
XOP vs WAT
+223.8%
-173.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.5% | +2.3% |
| 7D | +5.2% | +2.0% | +3.2% | +4.4% |
| 30D | -8.4% | +7.7% | -16.1% | -10.9% |
| 3M | +2.9% | +11.1% | -8.1% | -1.2% |
| 6M | +8.8% | +31.2% | -22.4% | -2.1% |
| YTD | +46.9% | +21.7% | +25.2% | +33.6% |
| 1Y | +41.5% | +19.3% | +22.2% | +29.5% |
| 3Y | +43.1% | +80.6% | -37.5% | +3.7% |
| 5Y | +92.2% | +29.5% | +62.7% | +57.8% |
| All | +50.3% | +223.8% | -173.5% | -17.8% |
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