+152.6%
XRT vs WWD
+494.7%
-342.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.3% | +1.9% |
| 7D | +2.5% | +4.2% | -1.7% | +0.8% |
| 30D | +10.3% | -0.8% | +11.1% | +10.2% |
| 3M | +2.4% | -8.2% | +10.6% | +5.0% |
| 6M | +10.0% | -9.8% | +19.8% | +12.5% |
| YTD | +9.5% | +10.4% | -0.9% | +2.4% |
| 1Y | +17.2% | +25.5% | -8.3% | +3.7% |
| 3Y | +62.0% | +155.8% | -93.8% | +4.2% |
| 5Y | -2.1% | +187.3% | -189.4% | -41.1% |
| 10Y | +152.6% | +462.7% | -310.1% | +12.9% |
| All | +152.6% | +494.7% | -342.1% | +12.9% |
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 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