+82.5%
XOP vs WM
+947.8%
-865.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | 0.0% |
| 7D | +2.6% | -0.3% | +2.9% | +2.8% |
| 30D | +15.4% | -2.4% | +17.8% | +17.3% |
| 3M | +12.1% | +0.4% | +11.6% | +10.8% |
| 6M | +19.7% | -9.5% | +29.2% | +27.0% |
| YTD | +52.4% | +0.5% | +51.9% | +50.0% |
| 1Y | +47.6% | -1.1% | +48.6% | +46.0% |
| 3Y | +34.4% | +46.0% | -11.7% | -4.0% |
| 5Y | +154.4% | +51.8% | +102.6% | +71.5% |
| 10Y | +54.7% | +307.5% | -252.8% | -53.7% |
| All | +82.5% | +947.8% | -865.2% | -76.2% |
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