+92.7%
XOP vs WSM
+163.9%
-71.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.5% | +0.7% |
| 7D | +6.3% | 0.0% | +6.4% | +6.3% |
| 30D | -6.6% | +5.1% | -11.7% | -7.7% |
| 3M | +3.6% | +5.1% | -1.6% | +2.2% |
| 6M | +10.8% | +48.6% | -37.8% | +1.2% |
| YTD | +48.3% | +44.2% | +4.1% | +35.1% |
| 1Y | +42.9% | +38.1% | +4.8% | +31.4% |
| 3Y | +43.3% | +257.2% | -213.9% | +0.4% |
| All | +92.7% | +163.9% | -71.3% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 5y: compounded portfolio wealth divided by compounded WSM 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…
5y analysis · Full analysis span regression · 6 months rolling