+62.6%
XYZ vs WWD
+148.2%
-85.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.1% |
| 7D | -1.1% | +4.0% | -5.0% | -2.5% |
| 30D | +11.5% | +0.4% | +11.1% | +11.0% |
| 3M | +1.8% | -7.9% | +9.7% | +4.5% |
| 6M | +21.2% | -10.6% | +31.8% | +24.7% |
| YTD | +29.9% | +9.4% | +20.5% | +20.4% |
| 1Y | +35.8% | +25.7% | +10.0% | +16.7% |
| 3Y | +62.6% | +148.5% | -86.0% | +1.5% |
| All | +62.6% | +148.2% | -85.6% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling