+88.7%
XOP vs WWD
+191.3%
-102.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.3% |
| 7D | +0.5% | +3.7% | -3.3% | -0.4% |
| 30D | -7.3% | +1.8% | -9.1% | -7.8% |
| 3M | +1.4% | -5.0% | +6.4% | +2.2% |
| 6M | +7.8% | -8.4% | +16.2% | +8.2% |
| YTD | +44.5% | +12.3% | +32.2% | +32.9% |
| 1Y | +37.0% | +26.2% | +10.8% | +19.9% |
| 3Y | +40.8% | +154.6% | -113.8% | -9.2% |
| 5Y | +88.7% | +195.3% | -106.6% | +10.2% |
| All | +88.7% | +191.3% | -102.7% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling