+248.8%
XLF vs WTW
+198.0%
+50.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -1.5% | -5.7% | +4.3% | +1.5% |
| 30D | -1.2% | -7.3% | +6.1% | +2.5% |
| 3M | +9.2% | +21.5% | -12.3% | -1.8% |
| 6M | +16.3% | +9.6% | +6.7% | +9.3% |
| YTD | +5.4% | -3.3% | +8.7% | +5.0% |
| 1Y | +7.6% | -6.1% | +13.7% | +8.7% |
| 3Y | +74.2% | +61.8% | +12.4% | +26.7% |
| 5Y | +66.1% | +42.7% | +23.5% | +27.9% |
| All | +248.8% | +198.0% | +50.8% | +81.4% |
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