+663.0%
XLE vs WTW
+1,174.9%
-511.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | 0.0% |
| 7D | +2.2% | -2.6% | +4.8% | +3.2% |
| 30D | +11.8% | -1.0% | +12.8% | +12.1% |
| 3M | +9.8% | +29.9% | -20.1% | -1.6% |
| 6M | +15.6% | +10.7% | +4.9% | +9.5% |
| YTD | +45.3% | +2.6% | +42.7% | +40.8% |
| 1Y | +48.3% | +2.8% | +45.6% | +43.3% |
| 3Y | +55.4% | +67.3% | -11.8% | +20.4% |
| 5Y | +216.1% | +56.6% | +159.5% | +147.5% |
| 10Y | +178.4% | +204.1% | -25.7% | +64.1% |
| All | +663.0% | +1,174.9% | -511.9% | +223.9% |
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