+82.5%
XOP vs WCN
+1,631.4%
-1,548.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.1% |
| 7D | +2.6% | -0.6% | +3.2% | +2.9% |
| 30D | +15.4% | +0.4% | +15.0% | +15.0% |
| 3M | +12.1% | +7.3% | +4.7% | +6.5% |
| 6M | +19.7% | -2.5% | +22.2% | +20.2% |
| YTD | +52.4% | -5.4% | +57.8% | +55.4% |
| 1Y | +47.6% | -8.5% | +56.0% | +52.9% |
| 3Y | +34.4% | +20.8% | +13.6% | +12.8% |
| 5Y | +154.4% | +30.0% | +124.4% | +99.1% |
| 10Y | +54.7% | +238.4% | -183.7% | -39.7% |
| All | +82.5% | +1,631.4% | -1,548.8% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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