+599.1%
XEL vs WTW
+1,101.3%
-502.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.1% |
| 7D | -1.2% | -7.8% | +6.6% | +0.5% |
| 30D | -2.9% | -7.9% | +5.0% | -1.2% |
| 3M | -2.7% | +19.9% | -22.7% | -6.8% |
| 6M | -6.5% | +9.8% | -16.3% | -9.2% |
| YTD | +3.6% | -3.3% | +7.0% | +3.2% |
| 1Y | +7.5% | -3.3% | +10.8% | +7.0% |
| 3Y | +46.3% | +61.5% | -15.2% | +29.1% |
| 5Y | +30.5% | +42.6% | -12.0% | +17.6% |
| 10Y | +151.4% | +197.1% | -45.6% | +93.9% |
| All | +599.1% | +1,101.3% | -502.2% | +374.1% |
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