-64.5%
XYZ vs WWD
+161.2%
-225.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.0% | +1.9% | -0.6% |
| 7D | +9.2% | -2.6% | +11.8% | +10.4% |
| 30D | +9.8% | -7.7% | +17.5% | +14.3% |
| 3M | -0.2% | -17.7% | +17.5% | +11.0% |
| 6M | +18.0% | -15.9% | +33.9% | +27.0% |
| YTD | +29.1% | +1.8% | +27.3% | +19.0% |
| 1Y | +14.1% | +17.4% | -3.3% | -6.1% |
| 3Y | +72.6% | +137.1% | -64.5% | -24.3% |
| All | -64.5% | +161.2% | -225.7% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling