+525.7%
XLU vs WTW
+1,102.0%
-576.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | -5.7% | +4.1% | -0.1% |
| 30D | -3.3% | -7.3% | +3.9% | -1.4% |
| 3M | -3.2% | +21.5% | -24.6% | -8.4% |
| 6M | -7.0% | +9.6% | -16.6% | -10.1% |
| YTD | +0.6% | -3.3% | +3.9% | +0.1% |
| 1Y | +2.4% | -6.1% | +8.6% | +2.7% |
| 3Y | +46.3% | +61.8% | -15.6% | +25.0% |
| 5Y | +44.0% | +42.7% | +1.3% | +26.2% |
| 10Y | +140.1% | +197.2% | -57.2% | +71.7% |
| All | +525.7% | +1,102.0% | -576.3% | +247.5% |
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