+835.0%
XLB vs WWD
+12,385.1%
-11,550.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.1% |
| 7D | -1.6% | +3.7% | -5.4% | -2.9% |
| 30D | +7.2% | +1.8% | +5.4% | +6.3% |
| 3M | 0.0% | -5.0% | +5.0% | +1.1% |
| 6M | +2.3% | -8.4% | +10.7% | +4.1% |
| YTD | +18.4% | +12.3% | +6.1% | +11.6% |
| 1Y | +23.3% | +26.2% | -2.9% | +11.4% |
| 3Y | +45.2% | +154.6% | -109.4% | +1.4% |
| 5Y | +31.0% | +195.3% | -164.3% | -14.5% |
| 10Y | +168.8% | +466.3% | -297.5% | +33.4% |
| All | +835.0% | +12,385.1% | -11,550.1% | +138.8% |
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