+500.1%
XRT vs WTW
+479.5%
+20.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.7% | -0.9% |
| 7D | -0.3% | -2.7% | +2.5% | +1.0% |
| 30D | -5.6% | -5.6% | 0.0% | -3.2% |
| 3M | +2.5% | +26.5% | -24.0% | -8.5% |
| 6M | +3.7% | +8.1% | -4.5% | -1.5% |
| YTD | +1.0% | -0.3% | +1.3% | -1.1% |
| 1Y | -1.2% | -0.9% | -0.4% | -3.2% |
| 3Y | +43.4% | +66.6% | -23.3% | +6.6% |
| 5Y | -0.7% | +54.0% | -54.7% | -23.7% |
| 10Y | +123.7% | +198.1% | -74.5% | +18.1% |
| All | +500.1% | +479.5% | +20.5% | +109.9% |
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