+32.0%
XLP vs WTW
+54.0%
-22.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | 0.0% |
| 7D | -1.4% | -2.7% | +1.3% | -0.8% |
| 30D | -1.3% | -5.6% | +4.4% | 0.0% |
| 3M | +1.8% | +26.5% | -24.7% | -3.6% |
| 6M | -0.8% | +8.1% | -9.0% | -3.0% |
| YTD | +9.5% | -0.3% | +9.8% | +8.9% |
| 1Y | +7.2% | -0.9% | +8.0% | +6.6% |
| 3Y | +27.1% | +66.6% | -39.5% | +8.5% |
| 5Y | +32.0% | +54.0% | -21.9% | +12.8% |
| All | +32.0% | +54.0% | -22.0% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling