+1,117.4%
XLI vs WWD
+12,667.9%
-11,550.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -1.1% | +1.3% | -2.3% | -1.5% |
| 30D | -5.9% | -7.2% | +1.2% | -3.7% |
| 3M | -0.3% | -3.8% | +3.6% | +0.5% |
| 6M | +0.1% | -9.9% | +10.0% | +2.7% |
| YTD | +13.6% | +14.8% | -1.2% | +7.3% |
| 1Y | +17.2% | +42.1% | -24.9% | +2.7% |
| 3Y | +68.2% | +170.8% | -102.6% | +17.2% |
| 5Y | +80.7% | +197.5% | -116.8% | +20.0% |
| 10Y | +253.3% | +477.8% | -224.6% | +81.6% |
| All | +1,117.4% | +12,667.9% | -11,550.5% | +214.5% |
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