+177.8%
XLE vs WTW
+198.0%
-20.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +1.7% | -5.7% | +7.4% | +4.0% |
| 30D | +6.7% | -7.3% | +14.0% | +9.8% |
| 3M | +14.9% | +21.5% | -6.6% | +5.2% |
| 6M | +15.9% | +9.6% | +6.3% | +9.8% |
| YTD | +47.7% | -3.3% | +51.0% | +46.7% |
| 1Y | +50.7% | -6.1% | +56.9% | +51.5% |
| 3Y | +57.9% | +61.8% | -4.0% | +18.8% |
| 5Y | +227.0% | +42.7% | +184.3% | +156.4% |
| All | +177.8% | +198.0% | -20.2% | +58.8% |
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