+67.0%
XOP vs WM
+1,035.4%
-968.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +1.2% |
| 7D | -14.7% | +1.2% | -15.9% | -15.6% |
| 30D | -7.7% | +13.1% | -20.8% | -15.8% |
| 3M | +4.4% | +3.6% | +0.8% | +1.1% |
| 6M | +3.5% | +8.1% | -4.5% | -3.4% |
| YTD | +39.4% | +8.9% | +30.5% | +28.8% |
| 1Y | +39.8% | +20.3% | +19.5% | +20.0% |
| 3Y | +29.7% | +46.2% | -16.5% | -7.3% |
| 5Y | +78.6% | +59.9% | +18.7% | +15.9% |
| 10Y | +51.8% | +345.6% | -293.7% | -57.5% |
| All | +67.0% | +1,035.4% | -968.4% | -79.6% |
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