+257.2%
XOM vs WTW
+42.0%
+215.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +4.1% | -5.7% | +9.8% | +5.1% |
| 30D | +4.6% | -7.3% | +11.8% | +5.8% |
| 3M | +14.0% | +21.5% | -7.5% | +9.9% |
| 6M | +11.0% | +9.6% | +1.3% | +8.6% |
| YTD | +40.7% | -3.3% | +44.0% | +40.8% |
| 1Y | +52.3% | -6.1% | +58.4% | +53.3% |
| 3Y | +60.5% | +61.8% | -1.4% | +40.9% |
| All | +257.2% | +42.0% | +215.2% | +217.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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