+124.6%
XLP vs WWD
+461.1%
-336.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.4% | -4.7% | -1.8% |
| 7D | +0.7% | +4.2% | -3.4% | 0.0% |
| 30D | +10.3% | -2.1% | +12.4% | +10.4% |
| 3M | +6.5% | -13.2% | +19.7% | +8.6% |
| 6M | +8.4% | -16.9% | +25.3% | +10.8% |
| YTD | +18.2% | +5.2% | +13.0% | +15.4% |
| 1Y | +22.4% | +20.6% | +1.8% | +16.5% |
| 3Y | +41.9% | +146.3% | -104.4% | +16.5% |
| 5Y | +40.9% | +171.3% | -130.5% | +11.6% |
| All | +124.6% | +461.1% | -336.5% | +59.7% |
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 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