+68.6%
XOP vs WAT
+1,016.8%
-948.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -8.4% | +3.4% | -11.8% | -9.9% |
| 30D | -8.4% | +9.6% | -18.0% | -12.6% |
| 3M | +0.2% | +15.5% | -15.3% | -7.2% |
| 6M | +7.2% | +33.9% | -26.7% | -8.5% |
| YTD | +40.8% | +25.2% | +15.6% | +20.8% |
| 1Y | +36.3% | +26.3% | +10.0% | +16.1% |
| 3Y | +37.2% | +85.8% | -48.6% | -11.8% |
| 5Y | +86.6% | +35.3% | +51.3% | +36.8% |
| 10Y | +44.0% | +231.8% | -187.8% | -42.8% |
| All | +68.6% | +1,016.8% | -948.1% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling