+65.1%
XLE vs WWD
+157.3%
-92.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | +0.2% |
| 7D | -7.9% | +4.2% | -12.1% | -8.2% |
| 30D | -4.8% | -0.8% | -4.0% | -4.8% |
| 3M | +8.4% | -8.2% | +16.5% | +9.0% |
| 6M | +12.7% | -9.8% | +22.5% | +13.0% |
| YTD | +41.3% | +10.4% | +30.9% | +35.1% |
| 1Y | +42.3% | +25.5% | +16.8% | +32.1% |
| 3Y | +65.1% | +155.8% | -90.7% | +34.4% |
| All | +65.1% | +157.3% | -92.2% | +34.4% |
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 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