+82.5%
XOP vs WSM
+1,948.9%
-1,866.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.5% |
| 7D | +2.6% | -3.3% | +5.8% | +3.5% |
| 30D | +15.4% | -8.4% | +23.8% | +18.3% |
| 3M | +12.1% | +9.7% | +2.4% | +8.1% |
| 6M | +19.7% | +16.7% | +3.0% | +12.2% |
| YTD | +52.4% | +28.7% | +23.7% | +38.0% |
| 1Y | +47.6% | +13.7% | +33.9% | +38.2% |
| 3Y | +34.4% | +230.1% | -195.7% | -15.4% |
| 5Y | +154.4% | +179.0% | -24.6% | +60.3% |
| 10Y | +54.7% | +1,002.5% | -947.9% | -44.8% |
| All | +82.5% | +1,948.9% | -1,866.3% | -60.2% |
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