+147.8%
XEL vs WTW
+198.0%
-50.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -0.3% | -5.7% | +5.4% | +1.4% |
| 30D | -3.9% | -7.3% | +3.3% | -1.8% |
| 3M | -2.8% | +21.5% | -24.3% | -8.8% |
| 6M | -5.4% | +9.6% | -15.0% | -9.1% |
| YTD | +3.8% | -3.3% | +7.0% | +3.3% |
| 1Y | +6.8% | -6.1% | +13.0% | +7.4% |
| 3Y | +45.6% | +61.8% | -16.3% | +19.9% |
| 5Y | +30.7% | +42.7% | -12.0% | +10.9% |
| All | +147.8% | +198.0% | -50.2% | +76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling