+42.9%
XOP vs WAT
+20.2%
+22.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +6.3% | +0.6% | +5.8% | +6.4% |
| 30D | -6.6% | +5.4% | -12.0% | -6.0% |
| 3M | +3.6% | +11.3% | -7.7% | +4.9% |
| 6M | +10.8% | +37.4% | -26.7% | +14.6% |
| YTD | +48.3% | +21.2% | +27.1% | +55.7% |
| 1Y | +42.9% | +21.3% | +21.6% | +50.3% |
| All | +42.9% | +20.2% | +22.7% | +50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling