+891.0%
XLV vs WWD
+12,171.5%
-11,280.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -4.4% | -2.9% | -1.5% | -3.9% |
| 30D | -1.4% | -6.6% | +5.2% | -0.2% |
| 3M | +8.9% | -9.3% | +18.2% | +10.4% |
| 6M | +9.1% | -13.6% | +22.7% | +11.3% |
| YTD | +7.9% | +10.4% | -2.4% | +4.8% |
| 1Y | +22.7% | +39.9% | -17.1% | +13.5% |
| 3Y | +31.9% | +165.0% | -133.1% | +6.2% |
| 5Y | +34.9% | +183.8% | -148.9% | +5.6% |
| 10Y | +173.9% | +486.6% | -312.8% | +77.6% |
| All | +891.0% | +12,171.5% | -11,280.5% | +282.2% |
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 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