+729.1%
XLV vs WTW
+1,102.0%
-372.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -3.6% | -5.7% | +2.2% | -1.9% |
| 30D | -1.8% | -7.3% | +5.4% | +0.3% |
| 3M | +7.8% | +21.5% | -13.7% | +1.6% |
| 6M | +9.1% | +9.6% | -0.5% | +5.4% |
| YTD | +7.7% | -3.3% | +11.0% | +7.4% |
| 1Y | +20.4% | -6.1% | +26.6% | +21.0% |
| 3Y | +30.8% | +61.8% | -31.1% | +10.6% |
| 5Y | +34.6% | +42.7% | -8.0% | +17.1% |
| 10Y | +173.4% | +197.2% | -23.9% | +89.3% |
| All | +729.1% | +1,102.0% | -372.9% | +366.6% |
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