+1,024.7%
XLE vs WWD
+12,667.9%
-11,643.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -1.2% |
| 7D | +2.2% | +1.3% | +0.9% | +1.7% |
| 30D | +11.8% | -7.2% | +18.9% | +14.4% |
| 3M | +9.8% | -3.8% | +13.7% | +9.9% |
| 6M | +15.6% | -9.9% | +25.5% | +16.7% |
| YTD | +45.3% | +14.8% | +30.4% | +34.2% |
| 1Y | +48.3% | +42.1% | +6.2% | +26.0% |
| 3Y | +55.4% | +170.8% | -115.4% | +2.1% |
| 5Y | +216.1% | +197.5% | +18.6% | +95.7% |
| 10Y | +178.4% | +477.8% | -299.4% | +33.7% |
| All | +1,024.7% | +12,667.9% | -11,643.2% | +221.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling