+73.6%
XLF vs WWD
+167.9%
-94.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -1.0% | +0.6% | -1.7% | -1.2% |
| 30D | -1.3% | -5.1% | +3.8% | -0.3% |
| 3M | +9.1% | -11.2% | +20.4% | +11.4% |
| 6M | +14.4% | -12.0% | +26.4% | +16.5% |
| YTD | +5.1% | +12.0% | -6.9% | +0.5% |
| 1Y | +8.6% | +42.8% | -34.2% | -3.2% |
| All | +73.6% | +167.9% | -94.3% | +25.7% |
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