+75.2%
XOP vs WU
-21.8%
+97.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.2% |
| 7D | +6.3% | -2.0% | +8.4% | +7.4% |
| 30D | -6.6% | +11.4% | -18.0% | -12.5% |
| 3M | +3.6% | -6.8% | +10.4% | +5.9% |
| 6M | +10.8% | -14.6% | +25.4% | +15.2% |
| YTD | +48.3% | -20.6% | +68.9% | +58.3% |
| 1Y | +42.9% | -15.4% | +58.3% | +46.7% |
| 3Y | +43.3% | -23.6% | +66.9% | +49.0% |
| 5Y | +94.0% | -43.4% | +137.3% | +128.9% |
| 10Y | +53.7% | -38.8% | +92.5% | +73.8% |
| All | +75.2% | -21.8% | +97.0% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling