+513.3%
XRT vs WWD
+2,733.4%
-2,220.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.7% |
| 3M | +5.1% | -3.8% | +8.9% | +5.6% |
| 6M | +2.4% | -9.9% | +12.3% | +4.8% |
| YTD | +3.2% | +14.8% | -11.6% | -4.1% |
| 1Y | +1.5% | +42.1% | -40.6% | -13.5% |
| 3Y | +40.6% | +170.8% | -130.2% | -8.8% |
| 5Y | -1.0% | +197.5% | -198.5% | -38.9% |
| 10Y | +128.4% | +477.8% | -349.4% | +1.2% |
| All | +513.3% | +2,733.4% | -2,220.0% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling