+123.0%
XRT vs WTW
+198.0%
-75.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -3.2% | -5.7% | +2.5% | -0.9% |
| 30D | -4.5% | -7.3% | +2.8% | -1.6% |
| 3M | -3.1% | +21.5% | -24.5% | -11.0% |
| 6M | +4.2% | +9.6% | -5.4% | -0.9% |
| YTD | -0.1% | -3.3% | +3.2% | -0.4% |
| 1Y | -3.0% | -6.1% | +3.1% | -2.2% |
| 3Y | +41.8% | +61.8% | -20.0% | +8.2% |
| 5Y | -1.3% | +42.7% | -43.9% | -20.7% |
| All | +123.0% | +198.0% | -75.1% | +32.7% |
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