+226.0%
XLE vs WTW
+42.3%
+183.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +0.5% | -7.8% | +8.3% | +2.1% |
| 30D | +6.6% | -7.9% | +14.4% | +8.2% |
| 3M | +12.3% | +19.9% | -7.7% | +7.6% |
| 6M | +18.4% | +9.8% | +8.6% | +15.2% |
| YTD | +47.2% | -3.3% | +50.6% | +47.4% |
| 1Y | +50.3% | -3.3% | +53.6% | +50.3% |
| 3Y | +55.3% | +61.5% | -6.2% | +32.0% |
| 5Y | +226.0% | +42.6% | +183.4% | +183.1% |
| All | +226.0% | +42.3% | +183.6% | +183.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling