+135.4%
XLP vs WWD
+460.9%
-325.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.3% | +0.4% | +1.9% | +2.2% |
| 30D | +9.1% | -0.4% | +9.5% | +9.0% |
| 3M | +7.9% | -6.1% | +14.0% | +8.6% |
| 6M | +9.6% | -9.5% | +19.1% | +10.5% |
| YTD | +19.4% | +10.8% | +8.6% | +15.7% |
| 1Y | +22.4% | +23.5% | -1.2% | +16.1% |
| 3Y | +43.2% | +151.3% | -108.1% | +17.2% |
| 5Y | +42.6% | +187.8% | -145.3% | +11.7% |
| 10Y | +135.4% | +461.1% | -325.7% | +61.8% |
| All | +135.4% | +460.9% | -325.5% | +61.8% |
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