+54.8%
XOP vs WU
-39.5%
+94.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.6% |
| 7D | +1.6% | -5.0% | +6.6% | +3.9% |
| 30D | +9.6% | -2.3% | +11.9% | +10.4% |
| 3M | +16.9% | -3.2% | +20.2% | +15.3% |
| 6M | +24.0% | -25.0% | +49.1% | +37.8% |
| YTD | +56.2% | -21.7% | +77.9% | +68.6% |
| 1Y | +51.8% | -9.0% | +60.7% | +49.4% |
| 3Y | +37.0% | -28.9% | +65.8% | +48.2% |
| 5Y | +163.4% | -51.0% | +214.4% | +248.2% |
| All | +54.8% | -39.5% | +94.3% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling