+36.5%
XLB vs WWD
+192.1%
-155.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.3% |
| 7D | -0.2% | +0.8% | -1.0% | -0.5% |
| 30D | -1.7% | -6.4% | +4.7% | +0.2% |
| 3M | +4.4% | -5.6% | +10.0% | +5.5% |
| 6M | +5.0% | -9.1% | +14.1% | +6.9% |
| YTD | +15.5% | +12.5% | +3.0% | +9.0% |
| 1Y | +14.9% | +41.3% | -26.4% | -0.4% |
| 3Y | +34.5% | +170.2% | -135.7% | -11.3% |
| 5Y | +36.5% | +192.5% | -155.9% | -17.2% |
| All | +36.5% | +192.1% | -155.6% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling