+34.6%
XHB vs WWD
+149.7%
-115.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -1.1% |
| 7D | -2.4% | +8.2% | -10.6% | -4.9% |
| 30D | +7.1% | -0.2% | +7.3% | +6.8% |
| 3M | -6.0% | -8.4% | +2.4% | -3.7% |
| 6M | +2.1% | -9.5% | +11.6% | +4.6% |
| YTD | -0.6% | +10.1% | -10.7% | -4.1% |
| 1Y | -3.3% | +21.6% | -24.8% | -9.7% |
| All | +34.6% | +149.7% | -115.1% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling