+788.5%
XLK vs WWD
+498.2%
+290.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +0.9% |
| 7D | +0.2% | -2.6% | +2.8% | +1.1% |
| 30D | -0.6% | -6.9% | +6.3% | +1.7% |
| 3M | +2.6% | -13.0% | +15.6% | +6.9% |
| 6M | +34.0% | -12.5% | +46.4% | +38.5% |
| YTD | +30.7% | +11.8% | +18.8% | +23.4% |
| 1Y | +39.2% | +41.1% | -1.9% | +20.4% |
| 3Y | +120.4% | +163.1% | -42.6% | +51.5% |
| 5Y | +148.8% | +187.6% | -38.8% | +62.5% |
| All | +788.5% | +498.2% | +290.2% | +357.8% |
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