+141.4%
XLC vs WTW
+136.9%
+4.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.4% | +0.5% |
| 7D | +0.6% | -2.7% | +3.3% | +1.6% |
| 30D | +0.2% | -5.6% | +5.9% | +2.3% |
| 3M | +0.6% | +26.5% | -25.9% | -7.9% |
| 6M | -4.5% | +8.1% | -12.6% | -8.1% |
| YTD | -4.7% | -0.3% | -4.4% | -6.1% |
| 1Y | -1.7% | -0.9% | -0.8% | -3.1% |
| 3Y | +72.3% | +66.6% | +5.6% | +33.6% |
| 5Y | +37.8% | +54.0% | -16.2% | +9.1% |
| All | +141.4% | +136.9% | +4.4% | +50.2% |
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