+101.4%
XLP vs WWD
+478.9%
-377.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | -1.0% | +1.3% | -2.3% | -1.2% |
| 30D | -0.9% | -7.2% | +6.3% | +0.2% |
| 3M | +3.8% | -3.8% | +7.6% | +4.0% |
| 6M | -1.7% | -9.9% | +8.2% | -0.8% |
| YTD | +10.3% | +14.8% | -4.6% | +6.5% |
| 1Y | +7.8% | +42.1% | -34.3% | -0.1% |
| 3Y | +27.2% | +170.8% | -143.6% | +2.9% |
| 5Y | +32.5% | +197.5% | -165.0% | +3.5% |
| All | +101.4% | +478.9% | -377.6% | +37.2% |
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