-4.7%
XRT vs WWD
+170.1%
-174.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.4% | -5.1% | -2.9% |
| 7D | +0.9% | +4.2% | -3.3% | -0.7% |
| 30D | +7.9% | -2.1% | +10.1% | +8.3% |
| 3M | -0.2% | -13.2% | +13.0% | +4.2% |
| 6M | +5.6% | -16.9% | +22.4% | +10.9% |
| YTD | +5.7% | +5.2% | +0.4% | 0.0% |
| 1Y | +14.6% | +20.6% | -6.0% | +2.0% |
| 3Y | +50.7% | +146.3% | -95.7% | -7.3% |
| All | -4.7% | +170.1% | -174.8% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling