+37.8%
XLC vs WWD
+192.1%
-154.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | +0.1% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | +0.2% | -6.4% | +6.7% | +1.8% |
| 3M | +0.6% | -5.6% | +6.3% | +1.4% |
| 6M | -4.5% | -9.1% | +4.6% | -3.4% |
| YTD | -4.7% | +12.5% | -17.2% | -10.0% |
| 1Y | -1.7% | +41.3% | -43.0% | -14.2% |
| 3Y | +72.3% | +170.2% | -98.0% | +15.2% |
| 5Y | +37.8% | +192.5% | -154.7% | -15.4% |
| All | +37.8% | +192.1% | -154.3% | -15.4% |
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