+33.4%
XLB vs WTW
+42.3%
-8.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.4% |
| 7D | -3.5% | -7.8% | +4.3% | -1.0% |
| 30D | -4.7% | -7.9% | +3.2% | -2.2% |
| 3M | +2.7% | +19.9% | -17.2% | -3.6% |
| 6M | +2.6% | +9.8% | -7.2% | -1.4% |
| YTD | +12.8% | -3.3% | +16.2% | +13.3% |
| 1Y | +14.0% | -3.3% | +17.2% | +14.2% |
| 3Y | +31.5% | +61.5% | -30.1% | +0.7% |
| 5Y | +33.4% | +42.6% | -9.2% | +3.9% |
| All | +33.4% | +42.3% | -8.9% | +3.9% |
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