+77.6%
XOP vs WAT
+980.9%
-903.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +6.3% | +0.6% | +5.8% | +6.0% |
| 30D | -6.6% | +5.4% | -12.0% | -9.3% |
| 3M | +3.6% | +11.3% | -7.7% | -2.4% |
| 6M | +10.8% | +37.4% | -26.7% | -6.7% |
| YTD | +48.3% | +21.2% | +27.1% | +29.1% |
| 1Y | +42.9% | +21.3% | +21.6% | +24.1% |
| 3Y | +43.3% | +83.4% | -40.1% | -7.5% |
| 5Y | +94.0% | +29.0% | +65.0% | +45.6% |
| 10Y | +53.7% | +223.9% | -170.2% | -38.4% |
| All | +77.6% | +980.9% | -903.3% | -66.1% |
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