+65.0%
XLF vs WWD
+187.1%
-122.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | +0.1% |
| 7D | -2.9% | -2.9% | 0.0% | -2.1% |
| 30D | -1.6% | -6.6% | +5.0% | +0.1% |
| 3M | +9.3% | -9.3% | +18.6% | +11.5% |
| 6M | +14.6% | -13.6% | +28.2% | +18.0% |
| YTD | +4.7% | +10.4% | -5.6% | -0.6% |
| 1Y | +8.6% | +39.9% | -31.2% | -5.2% |
| 3Y | +73.9% | +165.0% | -91.2% | +17.5% |
| 5Y | +65.0% | +183.8% | -118.8% | +3.6% |
| All | +65.0% | +187.1% | -122.1% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling