+117.5%
XLK vs WWD
+164.0%
-46.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -0.9% |
| 7D | -0.4% | -2.9% | +2.5% | +0.5% |
| 30D | -0.5% | -6.6% | +6.1% | +1.7% |
| 3M | +5.0% | -9.3% | +14.3% | +7.7% |
| 6M | +32.9% | -13.6% | +46.5% | +37.6% |
| YTD | +29.0% | +10.4% | +18.6% | +21.4% |
| 1Y | +37.8% | +39.9% | -2.0% | +16.7% |
| All | +117.5% | +164.0% | -46.5% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling