+87.1%
XOP vs WTW
+461.9%
-374.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +1.6% | -7.8% | +9.4% | +5.9% |
| 30D | +9.6% | -7.9% | +17.5% | +14.1% |
| 3M | +16.9% | +19.9% | -3.0% | +5.0% |
| 6M | +24.0% | +9.8% | +14.2% | +15.4% |
| YTD | +56.2% | -3.3% | +59.5% | +54.2% |
| 1Y | +51.8% | -3.3% | +55.1% | +49.2% |
| 3Y | +37.0% | +61.5% | -24.6% | -2.6% |
| 5Y | +163.4% | +42.6% | +120.8% | +98.2% |
| 10Y | +56.6% | +197.1% | -140.4% | -26.2% |
| All | +87.1% | +461.9% | -374.8% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling