+178.7%
XHB vs WWD
+2,552.8%
-2,374.1%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | -1.3% | +1.3% | -2.6% | -1.9% |
| 30D | -6.9% | -7.2% | +0.3% | -3.8% |
| 3M | -1.3% | -3.8% | +2.6% | -0.1% |
| 6M | -6.8% | -9.9% | +3.1% | -3.1% |
| YTD | +0.7% | +14.8% | -14.1% | -7.2% |
| 1Y | -11.2% | +42.1% | -53.3% | -26.6% |
| 3Y | +25.3% | +170.8% | -145.5% | -26.3% |
| 5Y | +37.3% | +197.5% | -160.2% | -24.6% |
| 10Y | +211.5% | +477.8% | -266.3% | +13.1% |
| All | +178.7% | +2,552.8% | -2,374.1% | -58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling