+88.7%
XOP vs WEC
+53.2%
+35.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.6% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | -7.3% | +12.0% | -19.3% | -9.4% |
| 3M | +1.4% | +11.1% | -9.7% | -0.9% |
| 6M | +7.8% | +6.0% | +1.8% | +6.3% |
| YTD | +44.5% | +14.3% | +30.2% | +39.9% |
| 1Y | +37.0% | +8.0% | +29.0% | +34.3% |
| 3Y | +40.8% | +62.8% | -22.1% | +22.7% |
| 5Y | +88.7% | +55.3% | +33.3% | +63.4% |
| All | +88.7% | +53.2% | +35.5% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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