+46.7%
XLB vs WWD
+157.3%
-110.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | +0.7% |
| 7D | -1.4% | +4.2% | -5.5% | -2.4% |
| 30D | +7.1% | -0.8% | +7.9% | +7.1% |
| 3M | +0.6% | -8.2% | +8.8% | +2.4% |
| 6M | +3.5% | -9.8% | +13.3% | +5.3% |
| YTD | +18.2% | +10.4% | +7.8% | +13.2% |
| 1Y | +25.6% | +25.5% | +0.1% | +15.8% |
| 3Y | +46.7% | +155.8% | -109.1% | +10.5% |
| All | +46.7% | +157.3% | -110.6% | +10.5% |
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