+640.9%
XLU vs WWD
+12,352.2%
-11,711.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +0.6% | +0.6% | 0.0% | +0.5% |
| 30D | -0.4% | -5.1% | +4.7% | +0.4% |
| 3M | -1.7% | -11.2% | +9.5% | 0.0% |
| 6M | -7.1% | -12.0% | +4.9% | -5.7% |
| YTD | +1.9% | +12.0% | -10.0% | -1.1% |
| 1Y | +6.1% | +42.8% | -36.7% | -1.8% |
| 3Y | +48.8% | +168.9% | -120.2% | +21.3% |
| 5Y | +43.8% | +192.2% | -148.4% | +13.9% |
| 10Y | +143.2% | +495.3% | -352.1% | +62.5% |
| All | +640.9% | +12,352.2% | -11,711.3% | +217.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling