+39.5%
XLC vs WWD
+190.4%
-150.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.9% | -2.5% | +1.2% |
| 7D | +7.1% | +4.2% | +2.9% | +5.9% |
| 30D | -2.7% | -0.8% | -2.0% | -2.7% |
| 3M | -3.2% | -8.2% | +5.0% | -1.5% |
| 6M | -7.7% | -9.8% | +2.2% | -6.2% |
| YTD | -8.0% | +10.4% | -18.4% | -13.0% |
| 1Y | -3.1% | +25.5% | -28.5% | -12.4% |
| 3Y | +64.9% | +155.8% | -90.9% | +11.8% |
| 5Y | +39.5% | +187.3% | -147.8% | -13.4% |
| All | +39.5% | +190.4% | -150.9% | -13.4% |
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