+44.0%
XLP vs WWD
+187.3%
-143.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | +2.5% | +4.0% | -1.4% | +2.1% |
| 30D | +7.3% | +0.4% | +6.9% | +7.1% |
| 3M | +8.1% | -7.9% | +16.0% | +8.9% |
| 6M | +10.5% | -10.6% | +21.1% | +11.3% |
| YTD | +21.2% | +9.4% | +11.8% | +18.2% |
| 1Y | +22.7% | +25.7% | -3.0% | +17.1% |
| 3Y | +44.8% | +148.5% | -103.7% | +20.9% |
| All | +44.0% | +187.3% | -143.2% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling