+48.2%
XOP vs WM
+339.4%
-291.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.9% |
| 7D | -14.7% | +1.2% | -15.9% | -15.4% |
| 30D | -7.7% | +13.1% | -20.8% | -13.9% |
| 3M | +4.4% | +3.6% | +0.8% | +1.9% |
| 6M | +3.5% | +8.1% | -4.5% | -1.7% |
| YTD | +39.4% | +8.9% | +30.5% | +31.4% |
| 1Y | +39.8% | +20.3% | +19.5% | +24.4% |
| 3Y | +29.7% | +46.2% | -16.5% | -1.2% |
| 5Y | +78.6% | +59.9% | +18.7% | +25.2% |
| All | +48.2% | +339.4% | -291.2% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling