+215.2%
XLY vs WWD
+498.2%
-283.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.4% |
| 7D | -1.7% | -2.6% | +0.9% | -0.9% |
| 30D | -4.2% | -6.9% | +2.7% | -2.0% |
| 3M | -2.7% | -13.0% | +10.4% | +1.2% |
| 6M | -0.6% | -12.5% | +11.8% | +2.5% |
| YTD | -5.0% | +11.8% | -16.9% | -10.4% |
| 1Y | -4.1% | +41.1% | -45.2% | -17.1% |
| 3Y | +33.6% | +163.1% | -129.5% | -9.2% |
| 5Y | +28.7% | +187.6% | -158.9% | -17.0% |
| All | +215.2% | +498.2% | -283.0% | +58.1% |
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 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