+67.3%
XOP vs WM
+1,059.5%
-992.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.7% |
| 7D | -12.7% | +4.5% | -17.2% | -15.5% |
| 30D | -7.6% | +16.1% | -23.7% | -17.2% |
| 3M | +5.8% | +8.0% | -2.2% | -0.5% |
| 6M | -2.7% | +8.4% | -11.2% | -9.4% |
| YTD | +39.7% | +11.2% | +28.5% | +27.2% |
| 1Y | +42.4% | +22.3% | +20.1% | +21.0% |
| 3Y | +26.4% | +50.2% | -23.8% | -11.4% |
| 5Y | +78.9% | +63.3% | +15.6% | +14.5% |
| 10Y | +52.1% | +355.0% | -302.9% | -58.0% |
| All | +67.3% | +1,059.5% | -992.2% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling