+54.8%
XOP vs WWD
+490.2%
-435.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.9% |
| 7D | +1.6% | -2.9% | +4.5% | +3.0% |
| 30D | +9.6% | -6.6% | +16.2% | +12.9% |
| 3M | +16.9% | -9.3% | +26.2% | +20.2% |
| 6M | +24.0% | -13.6% | +37.6% | +27.2% |
| YTD | +56.2% | +10.4% | +45.8% | +38.9% |
| 1Y | +51.8% | +39.9% | +11.9% | +16.8% |
| 3Y | +37.0% | +165.0% | -128.1% | -30.7% |
| 5Y | +163.4% | +183.8% | -20.4% | +22.6% |
| All | +54.8% | +490.2% | -435.4% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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