+253.9%
XLI vs WTW
+198.0%
+55.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -1.7% | -5.7% | +4.1% | +0.7% |
| 30D | -7.3% | -7.3% | 0.0% | -4.6% |
| 3M | -1.3% | +21.5% | -22.8% | -9.6% |
| 6M | +2.2% | +9.6% | -7.4% | -3.1% |
| YTD | +11.7% | -3.3% | +15.0% | +11.0% |
| 1Y | +14.3% | -6.1% | +20.4% | +14.9% |
| 3Y | +70.3% | +61.8% | +8.5% | +28.9% |
| 5Y | +82.3% | +42.7% | +39.6% | +44.6% |
| All | +253.9% | +198.0% | +55.9% | +100.4% |
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