+92.7%
XOP vs WY
-31.4%
+124.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.3% |
| 7D | +6.3% | -0.8% | +7.2% | +6.6% |
| 30D | -6.6% | +10.1% | -16.7% | -10.3% |
| 3M | +3.6% | -15.4% | +18.9% | +9.6% |
| 6M | +10.8% | -8.3% | +19.1% | +12.2% |
| YTD | +48.3% | -9.8% | +58.1% | +49.2% |
| 1Y | +42.9% | -3.9% | +46.8% | +39.1% |
| 3Y | +43.3% | -23.3% | +66.6% | +51.7% |
| All | +92.7% | -31.4% | +124.0% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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