+70.0%
XLE vs WWD
+148.2%
-78.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +5.4% | +4.0% | +1.5% | +5.1% |
| 30D | -3.9% | +0.4% | -4.4% | -4.0% |
| 3M | +7.0% | -7.9% | +14.9% | +7.7% |
| 6M | +14.2% | -10.6% | +24.8% | +14.6% |
| YTD | +48.2% | +9.4% | +38.8% | +41.8% |
| 1Y | +47.7% | +25.7% | +21.9% | +36.9% |
| 3Y | +70.0% | +148.5% | -78.5% | +39.5% |
| All | +70.0% | +148.2% | -78.2% | +39.5% |
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