+102.4%
XLP vs WTW
+197.9%
-95.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -2.5% | -7.8% | +5.2% | -0.3% |
| 30D | -1.9% | -7.9% | +6.0% | +0.4% |
| 3M | -2.1% | +19.9% | -22.1% | -7.3% |
| 6M | -1.8% | +9.8% | -11.6% | -5.2% |
| YTD | +8.3% | -3.3% | +11.7% | +8.1% |
| 1Y | +6.8% | -3.3% | +10.1% | +6.5% |
| 3Y | +25.7% | +61.5% | -35.8% | +5.3% |
| 5Y | +31.9% | +42.6% | -10.7% | +13.5% |
| All | +102.4% | +197.9% | -95.4% | +42.9% |
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 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