+124.8%
XRT vs WWD
+479.8%
-355.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.5% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | -6.9% | -5.1% | -1.8% | -5.3% |
| 3M | -0.4% | -11.2% | +10.8% | +3.2% |
| 6M | +2.2% | -12.0% | +14.3% | +5.6% |
| YTD | -0.7% | +12.0% | -12.7% | -7.2% |
| 1Y | -2.0% | +42.8% | -44.8% | -17.4% |
| 3Y | +41.0% | +168.9% | -127.9% | -10.7% |
| 5Y | -3.3% | +192.2% | -195.5% | -42.1% |
| 10Y | +124.8% | +495.3% | -370.4% | -5.9% |
| All | +124.8% | +479.8% | -355.0% | -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 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