+164.5%
XLB vs WWD
+479.8%
-315.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -2.9% | +0.6% | -3.6% | -3.2% |
| 30D | -3.4% | -5.1% | +1.7% | -1.7% |
| 3M | +1.6% | -11.2% | +12.8% | +5.3% |
| 6M | +3.6% | -12.0% | +15.7% | +7.1% |
| YTD | +14.2% | +12.0% | +2.3% | +7.3% |
| 1Y | +15.6% | +42.8% | -27.2% | -1.8% |
| 3Y | +33.1% | +168.9% | -135.8% | -14.3% |
| 5Y | +35.0% | +192.2% | -157.2% | -18.1% |
| 10Y | +164.5% | +495.3% | -330.7% | +14.6% |
| All | +164.5% | +479.8% | -315.3% | +14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling