+0.3%
XRT vs WWD
+198.3%
-197.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | +0.8% | +1.3% | -0.5% | +0.3% |
| 30D | -4.2% | -7.2% | +3.0% | -1.8% |
| 3M | +5.1% | -3.8% | +8.9% | +5.4% |
| 6M | +2.4% | -9.9% | +12.3% | +4.6% |
| YTD | +3.2% | +14.8% | -11.6% | -4.8% |
| 1Y | +1.5% | +42.1% | -40.6% | -14.8% |
| 3Y | +40.6% | +170.8% | -130.2% | -15.6% |
| All | +0.3% | +198.3% | -197.9% | -46.5% |
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