+30.8%
XLV vs WWD
+167.6%
-136.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.4% |
| 7D | -3.6% | -2.6% | -1.0% | -3.2% |
| 30D | -1.8% | -6.9% | +5.1% | -0.9% |
| 3M | +7.8% | -13.0% | +20.8% | +9.5% |
| 6M | +9.1% | -12.5% | +21.6% | +10.4% |
| YTD | +7.7% | +11.8% | -4.1% | +4.8% |
| 1Y | +20.4% | +41.1% | -20.6% | +12.4% |
| 3Y | +30.8% | +163.1% | -132.3% | +5.9% |
| All | +30.8% | +167.6% | -136.8% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling