-2.6%
XRT vs WTW
+42.3%
-44.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -3.6% | -7.8% | +4.2% | -0.7% |
| 30D | -6.7% | -7.9% | +1.2% | -3.9% |
| 3M | -1.4% | +19.9% | -21.3% | -8.2% |
| 6M | +1.7% | +9.8% | -8.1% | -2.8% |
| YTD | -1.5% | -3.3% | +1.9% | -1.2% |
| 1Y | -2.5% | -3.3% | +0.8% | -2.4% |
| 3Y | +39.9% | +61.5% | -21.6% | +2.7% |
| 5Y | -2.6% | +42.6% | -45.2% | -27.1% |
| All | -2.6% | +42.3% | -44.9% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling