+85.6%
XOP vs WY
+105.3%
-19.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.5% |
| 7D | +0.6% | -2.1% | +2.7% | +1.8% |
| 30D | +16.5% | -10.5% | +27.0% | +24.1% |
| 3M | +15.7% | -4.9% | +20.6% | +17.6% |
| 6M | +19.2% | -4.9% | +24.1% | +19.5% |
| YTD | +55.0% | -1.7% | +56.6% | +51.2% |
| 1Y | +54.2% | -9.4% | +63.6% | +57.3% |
| 3Y | +35.9% | -22.3% | +58.2% | +47.9% |
| 5Y | +162.4% | -20.5% | +182.9% | +176.0% |
| 10Y | +50.2% | +4.9% | +45.2% | +24.7% |
| All | +85.6% | +105.3% | -19.7% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling