+422.3%
XLF vs WWD
+12,667.9%
-12,245.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | 0.0% | +1.3% | -1.3% | -0.5% |
| 30D | +0.2% | -7.2% | +7.3% | +2.9% |
| 3M | +11.7% | -3.8% | +15.6% | +12.4% |
| 6M | +13.8% | -9.9% | +23.7% | +16.4% |
| YTD | +7.0% | +14.8% | -7.8% | -1.2% |
| 1Y | +9.1% | +42.1% | -32.9% | -8.1% |
| 3Y | +75.6% | +170.8% | -95.2% | +11.0% |
| 5Y | +66.4% | +197.5% | -131.1% | -1.2% |
| 10Y | +250.3% | +477.8% | -227.5% | +49.1% |
| All | +422.3% | +12,667.9% | -12,245.6% | +7.9% |
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