+560.9%
XLP vs WTW
+1,172.0%
-611.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | +2.3% | +1.6% | +0.7% | +2.0% |
| 30D | +9.1% | +12.4% | -3.2% | +6.2% |
| 3M | +7.9% | -2.6% | +10.5% | +8.4% |
| 6M | +9.6% | +30.8% | -21.1% | +2.7% |
| YTD | +19.4% | +2.3% | +17.1% | +17.6% |
| 1Y | +22.4% | +4.9% | +17.5% | +19.7% |
| 3Y | +43.2% | +43.9% | -0.7% | +29.3% |
| 5Y | +42.6% | +53.8% | -11.3% | +25.5% |
| 10Y | +135.4% | +212.8% | -77.4% | +74.5% |
| All | +560.9% | +1,172.0% | -611.1% | +295.5% |
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