+309.4%
XLF vs WTW
+1,101.3%
-791.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.6% |
| 7D | -2.9% | -7.8% | +4.9% | +1.3% |
| 30D | -1.6% | -7.9% | +6.3% | +2.6% |
| 3M | +9.3% | +19.9% | -10.7% | -1.6% |
| 6M | +14.6% | +9.8% | +4.8% | +7.2% |
| YTD | +4.7% | -3.3% | +8.1% | +4.0% |
| 1Y | +8.6% | -3.3% | +11.9% | +7.6% |
| 3Y | +73.9% | +61.5% | +12.3% | +27.3% |
| 5Y | +65.0% | +42.6% | +22.4% | +27.9% |
| 10Y | +250.4% | +197.1% | +53.4% | +75.0% |
| All | +309.4% | +1,101.3% | -791.8% | +25.8% |
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 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