+215.2%
XLY vs WTW
+198.0%
+17.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -1.7% | -5.7% | +4.0% | +0.6% |
| 30D | -4.2% | -7.3% | +3.1% | -1.4% |
| 3M | -2.7% | +21.5% | -24.1% | -10.3% |
| 6M | -0.6% | +9.6% | -10.3% | -5.4% |
| YTD | -5.0% | -3.3% | -1.7% | -5.3% |
| 1Y | -4.1% | -6.1% | +2.0% | -3.4% |
| 3Y | +33.6% | +61.8% | -28.2% | +2.4% |
| 5Y | +28.7% | +42.7% | -14.0% | +3.5% |
| All | +215.2% | +198.0% | +17.1% | +88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling