+162.4%
XOP vs WAT
-4.5%
+166.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | +16.5% | -1.0% | +17.5% | +16.7% |
| 3M | +15.7% | +10.9% | +4.8% | +13.0% |
| 6M | +19.2% | +33.2% | -14.0% | +10.8% |
| YTD | +55.0% | +6.1% | +48.9% | +51.7% |
| 1Y | +54.2% | +30.2% | +23.9% | +42.3% |
| 3Y | +35.9% | +52.9% | -17.0% | +16.6% |
| 5Y | +162.4% | -5.1% | +167.5% | +128.0% |
| All | +162.4% | -4.5% | +166.9% | +128.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling