+528.0%
XRT vs WWD
+2,496.8%
-1,968.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.4% | -5.1% | -3.0% |
| 7D | +0.9% | +4.2% | -3.3% | -0.8% |
| 30D | +7.9% | -2.1% | +10.1% | +8.3% |
| 3M | -0.2% | -13.2% | +13.0% | +4.4% |
| 6M | +5.6% | -16.9% | +22.4% | +11.3% |
| YTD | +5.7% | +5.2% | +0.4% | +0.8% |
| 1Y | +14.6% | +20.6% | -6.0% | +3.5% |
| 3Y | +50.7% | +146.3% | -95.7% | +0.8% |
| 5Y | -4.8% | +171.3% | -176.2% | -39.5% |
| 10Y | +152.6% | +471.3% | -318.7% | +11.9% |
| All | +528.0% | +2,496.8% | -1,968.8% | +38.8% |
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