+5.1%
XHB vs WWD
+27.2%
-22.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.9% | +7.3% | +6.1% |
| 7D | +9.7% | +7.3% | +2.4% | +6.9% |
| 30D | +11.7% | -2.0% | +13.6% | +12.1% |
| 3M | -1.4% | -12.6% | +11.2% | +3.2% |
| 6M | +6.8% | -8.4% | +15.2% | +9.2% |
| YTD | +5.5% | +8.2% | -2.8% | +2.9% |
| 1Y | +5.1% | +26.5% | -21.4% | -3.1% |
| All | +5.1% | +27.2% | -22.1% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling