+250.2%
XLI vs WWD
+490.2%
-240.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.1% |
| 7D | -2.3% | -2.9% | +0.6% | -1.2% |
| 30D | -8.2% | -6.6% | -1.6% | -5.7% |
| 3M | +0.8% | -9.3% | +10.1% | +4.2% |
| 6M | +0.8% | -13.6% | +14.5% | +5.8% |
| YTD | +10.5% | +10.4% | +0.2% | +4.3% |
| 1Y | +14.1% | +39.9% | -25.7% | -3.2% |
| 3Y | +68.6% | +165.0% | -96.5% | +5.9% |
| 5Y | +80.4% | +183.8% | -103.4% | +6.9% |
| All | +250.2% | +490.2% | -240.1% | +47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling