+54.6%
XLE vs WWD
+166.3%
-111.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -1.0% |
| 7D | +2.2% | +1.3% | +0.9% | +2.1% |
| 30D | +11.8% | -7.2% | +18.9% | +12.5% |
| 3M | +9.8% | -3.8% | +13.7% | +9.5% |
| 6M | +15.6% | -9.9% | +25.5% | +15.9% |
| YTD | +45.3% | +14.8% | +30.4% | +38.4% |
| 1Y | +48.3% | +42.1% | +6.2% | +34.3% |
| All | +54.6% | +166.3% | -111.7% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling