-45.8%
XE vs WTW
+10.4%
-56.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.5% | -8.8% | -8.0% |
| 7D | -11.4% | -7.8% | -3.6% | -14.6% |
| 30D | -23.0% | -7.9% | -15.1% | -25.7% |
| 3M | -12.1% | +19.9% | -32.0% | +0.4% |
| All | -45.8% | +10.4% | -56.2% | -39.9% |
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 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 · Available span rolling