+44.0%
XOP vs WM
+329.9%
-285.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | -8.4% | +1.2% | -9.5% | -9.0% |
| 30D | -8.4% | +13.7% | -22.0% | -14.8% |
| 3M | +0.2% | +5.2% | -5.1% | -3.0% |
| 6M | +7.2% | +11.2% | -4.0% | +0.2% |
| YTD | +40.8% | +9.4% | +31.4% | +32.4% |
| 1Y | +36.3% | +20.4% | +15.9% | +21.3% |
| 3Y | +37.2% | +44.7% | -7.5% | +5.3% |
| 5Y | +86.6% | +58.5% | +28.1% | +32.0% |
| 10Y | +44.0% | +326.4% | -282.3% | -32.5% |
| All | +44.0% | +329.9% | -285.8% | -32.5% |
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