+68.6%
XOP vs WST
+2,748.3%
-2,679.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -8.4% | +1.4% | -9.7% | -8.8% |
| 30D | -8.4% | +12.7% | -21.1% | -12.0% |
| 3M | +0.2% | +17.2% | -17.0% | -5.2% |
| 6M | +7.2% | +26.7% | -19.4% | -1.7% |
| YTD | +40.8% | +50.3% | -9.5% | +20.3% |
| 1Y | +36.3% | +50.2% | -13.9% | +16.3% |
| 3Y | +37.2% | +21.7% | +15.5% | +13.1% |
| 5Y | +86.6% | +2.0% | +84.6% | +57.9% |
| 10Y | +44.0% | +451.1% | -407.1% | -55.1% |
| All | +68.6% | +2,748.3% | -2,679.6% | -80.1% |
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