+77.6%
XOP vs WSM
+2,195.7%
-2,118.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.5% | +0.5% |
| 7D | +6.3% | 0.0% | +6.4% | +6.3% |
| 30D | -6.6% | +5.1% | -11.7% | -8.4% |
| 3M | +3.6% | +5.1% | -1.6% | +1.3% |
| 6M | +10.8% | +48.6% | -37.8% | -3.4% |
| YTD | +48.3% | +44.2% | +4.1% | +29.0% |
| 1Y | +42.9% | +38.1% | +4.8% | +25.8% |
| 3Y | +43.3% | +257.2% | -213.9% | -12.0% |
| 5Y | +94.0% | +165.1% | -71.1% | +24.4% |
| 10Y | +53.7% | +1,123.6% | -1,069.8% | -47.1% |
| All | +77.6% | +2,195.7% | -2,118.1% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling