+442.6%
XYL vs WTW
+333.5%
+109.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | +0.6% |
| 7D | +0.8% | -7.1% | +8.0% | +4.3% |
| 30D | -10.8% | -8.5% | -2.3% | -7.2% |
| 3M | -2.5% | +20.6% | -23.1% | -11.5% |
| 6M | -12.2% | +7.2% | -19.4% | -16.5% |
| YTD | -20.1% | -3.9% | -16.2% | -20.4% |
| 1Y | -20.6% | -3.6% | -17.1% | -21.3% |
| 3Y | +17.3% | +60.7% | -43.3% | -12.4% |
| 5Y | -14.5% | +42.2% | -56.6% | -32.5% |
| 10Y | +150.2% | +195.5% | -45.3% | +38.4% |
| All | +442.6% | +333.5% | +109.1% | +163.2% |
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