+994.0%
XLE vs WWD
+12,177.1%
-11,183.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -1.1% |
| 7D | -7.9% | +4.2% | -12.1% | -9.3% |
| 30D | -4.8% | -0.8% | -4.0% | -5.0% |
| 3M | +8.4% | -8.2% | +16.5% | +10.7% |
| 6M | +12.7% | -9.8% | +22.5% | +14.4% |
| YTD | +41.3% | +10.4% | +30.9% | +31.5% |
| 1Y | +42.3% | +25.5% | +16.8% | +25.8% |
| 3Y | +65.1% | +155.8% | -90.7% | +10.2% |
| 5Y | +150.2% | +187.3% | -37.1% | +56.0% |
| 10Y | +163.9% | +462.7% | -298.8% | +27.3% |
| All | +994.0% | +12,177.1% | -11,183.1% | +215.2% |
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