+559.9%
XLP vs WTW
+1,149.6%
-589.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | +8.9% | +10.4% | -1.4% | +6.5% |
| 3M | +7.5% | -4.8% | +12.3% | +8.6% |
| 6M | +9.4% | +28.5% | -19.0% | +3.0% |
| YTD | +19.3% | +0.5% | +18.7% | +17.9% |
| 1Y | +21.7% | +1.6% | +20.1% | +20.0% |
| 3Y | +44.0% | +42.5% | +1.4% | +30.3% |
| 5Y | +42.8% | +49.8% | -7.0% | +26.5% |
| 10Y | +128.8% | +218.4% | -89.6% | +69.0% |
| All | +559.9% | +1,149.6% | -589.7% | +296.5% |
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