+675.0%
XLB vs WTW
+1,094.8%
-419.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | +0.3% |
| 7D | -2.9% | -7.1% | +4.2% | -0.2% |
| 30D | -3.4% | -8.5% | +5.2% | 0.0% |
| 3M | +1.6% | +20.6% | -19.0% | -6.1% |
| 6M | +3.6% | +7.2% | -3.6% | -0.5% |
| YTD | +14.2% | -3.9% | +18.1% | +13.7% |
| 1Y | +15.6% | -3.6% | +19.2% | +14.7% |
| 3Y | +33.1% | +60.7% | -27.6% | +5.6% |
| 5Y | +35.0% | +42.2% | -7.1% | +11.8% |
| 10Y | +164.5% | +195.5% | -30.9% | +60.7% |
| All | +675.0% | +1,094.8% | -419.8% | +253.2% |
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 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