+580.0%
XYZ vs WWD
+476.2%
+103.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.2% |
| 7D | +2.9% | +0.8% | +2.1% | +2.4% |
| 30D | +1.4% | -6.4% | +7.8% | +4.7% |
| 3M | +14.6% | -5.6% | +20.2% | +16.6% |
| 6M | +20.8% | -9.1% | +29.9% | +24.2% |
| YTD | +23.1% | +12.5% | +10.5% | +11.6% |
| 1Y | +5.6% | +41.3% | -35.7% | -16.3% |
| 3Y | +50.9% | +170.2% | -119.3% | -18.0% |
| 5Y | -68.6% | +192.5% | -261.0% | -83.8% |
| 10Y | +580.0% | +476.9% | +103.1% | +148.3% |
| All | +580.0% | +476.2% | +103.7% | +148.3% |
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