+179.2%
XLE vs WTW
+218.5%
-39.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.2% |
| 7D | +5.4% | +2.0% | +3.4% | +4.6% |
| 30D | -3.9% | +12.9% | -16.8% | -8.8% |
| 3M | +7.0% | +0.7% | +6.3% | +6.2% |
| 6M | +14.2% | +39.5% | -25.3% | -1.7% |
| YTD | +48.2% | +3.1% | +45.1% | +43.0% |
| 1Y | +47.7% | +4.8% | +42.9% | +41.4% |
| 3Y | +70.0% | +42.9% | +27.1% | +37.4% |
| 5Y | +169.1% | +55.3% | +113.9% | +102.8% |
| All | +179.2% | +218.5% | -39.3% | +57.8% |
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