+50.3%
XOP vs WWD
+442.7%
-392.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.6% |
| 7D | +5.2% | +8.2% | -3.0% | +1.3% |
| 30D | -8.4% | -0.2% | -8.2% | -8.9% |
| 3M | +2.9% | -8.4% | +11.4% | +6.1% |
| 6M | +8.8% | -9.5% | +18.4% | +10.3% |
| YTD | +46.9% | +10.1% | +36.8% | +29.8% |
| 1Y | +41.5% | +21.6% | +19.9% | +17.0% |
| 3Y | +43.1% | +149.6% | -106.5% | -25.3% |
| 5Y | +92.2% | +191.3% | -99.1% | -12.5% |
| All | +50.3% | +442.7% | -392.4% | -52.8% |
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