+785.7%
XLI vs WTW
+1,101.3%
-315.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.9% |
| 7D | -2.3% | -7.8% | +5.5% | +0.6% |
| 30D | -8.2% | -7.9% | -0.3% | -5.4% |
| 3M | +0.8% | +19.9% | -19.2% | -6.5% |
| 6M | +0.8% | +9.8% | -9.0% | -4.1% |
| YTD | +10.5% | -3.3% | +13.9% | +9.6% |
| 1Y | +14.1% | -3.3% | +17.4% | +12.9% |
| 3Y | +68.6% | +61.5% | +7.0% | +34.6% |
| 5Y | +80.4% | +42.6% | +37.8% | +49.9% |
| 10Y | +254.6% | +197.1% | +57.6% | +119.5% |
| All | +785.7% | +1,101.3% | -315.6% | +341.8% |
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