+833.6%
XLB vs WWD
+12,177.1%
-11,343.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | +0.3% |
| 7D | -1.4% | +4.2% | -5.5% | -2.8% |
| 30D | +7.1% | -0.8% | +7.9% | +7.0% |
| 3M | +0.6% | -8.2% | +8.8% | +2.9% |
| 6M | +3.5% | -9.8% | +13.3% | +5.8% |
| YTD | +18.2% | +10.4% | +7.8% | +12.1% |
| 1Y | +25.6% | +25.5% | +0.1% | +13.6% |
| 3Y | +46.7% | +155.8% | -109.1% | +2.3% |
| 5Y | +30.9% | +187.3% | -156.4% | -13.7% |
| 10Y | +167.7% | +462.7% | -295.0% | +33.2% |
| All | +833.6% | +12,177.1% | -11,343.5% | +139.8% |
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