+73.1%
XOP vs WWD
+2,670.6%
-2,597.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.0% |
| 7D | +0.5% | +3.7% | -3.3% | -1.5% |
| 30D | -7.3% | +1.8% | -9.1% | -8.7% |
| 3M | +1.4% | -5.0% | +6.4% | +2.7% |
| 6M | +7.8% | -8.4% | +16.2% | +8.7% |
| YTD | +44.5% | +12.3% | +32.2% | +27.2% |
| 1Y | +37.0% | +26.2% | +10.8% | +12.1% |
| 3Y | +40.8% | +154.6% | -113.8% | -23.8% |
| 5Y | +88.7% | +195.3% | -106.6% | -9.1% |
| 10Y | +49.9% | +466.3% | -416.4% | -50.5% |
| All | +73.1% | +2,670.6% | -2,597.5% | -72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling