+50.7%
XLE vs WTW
-3.2%
+53.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +1.7% | -5.7% | +7.4% | +1.7% |
| 30D | +6.7% | -7.3% | +14.0% | +6.8% |
| 3M | +14.9% | +21.5% | -6.6% | +14.1% |
| 6M | +15.9% | +9.6% | +6.3% | +15.2% |
| YTD | +47.7% | -3.3% | +51.0% | +48.2% |
| 1Y | +50.7% | -6.1% | +56.9% | +52.6% |
| All | +50.7% | -3.2% | +53.9% | +52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling