+32.6%
XYZ vs WWD
+25.3%
+7.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.9% | -1.3% | +2.5% |
| 7D | +14.9% | +4.2% | +10.7% | +13.7% |
| 30D | +14.7% | -0.8% | +15.4% | +14.6% |
| 3M | +12.1% | -8.2% | +20.3% | +13.7% |
| 6M | +18.3% | -9.8% | +28.2% | +19.8% |
| YTD | +36.1% | +10.4% | +25.7% | +32.4% |
| All | +32.6% | +25.3% | +7.3% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling