+43.3%
XOP vs WST
+24.3%
+19.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.8% |
| 7D | +6.3% | +4.2% | +2.1% | +6.1% |
| 30D | -6.6% | +11.2% | -17.8% | -7.2% |
| 3M | +3.6% | +20.4% | -16.8% | +2.3% |
| 6M | +10.8% | +37.9% | -27.1% | +8.4% |
| YTD | +48.3% | +51.8% | -3.5% | +43.6% |
| 1Y | +42.9% | +56.6% | -13.7% | +38.1% |
| 3Y | +43.3% | +24.2% | +19.1% | +28.4% |
| All | +43.3% | +24.3% | +19.0% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 3y: compounded portfolio wealth divided by compounded WST 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…
3y analysis · Full analysis span regression · 6 months rolling