+82.5%
XOP vs WST
+2,247.2%
-2,164.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +2.6% | +0.7% | +1.8% | +2.3% |
| 30D | +15.4% | -3.1% | +18.6% | +16.6% |
| 3M | +12.1% | +7.2% | +4.9% | +9.0% |
| 6M | +19.7% | +36.8% | -17.1% | +6.1% |
| YTD | +52.4% | +23.8% | +28.5% | +39.2% |
| 1Y | +47.6% | +37.8% | +9.8% | +29.1% |
| 3Y | +34.4% | -15.9% | +50.3% | +27.3% |
| 5Y | +154.4% | -25.8% | +180.2% | +142.6% |
| 10Y | +54.7% | +319.6% | -264.9% | -46.3% |
| All | +82.5% | +2,247.2% | -2,164.6% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling