+543.0%
XYZ vs WWD
+591.2%
-48.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.0% | +1.9% | -1.1% |
| 7D | +9.2% | -2.6% | +11.8% | +10.3% |
| 30D | +9.8% | -7.7% | +17.5% | +13.8% |
| 3M | -0.2% | -17.7% | +17.5% | +9.4% |
| 6M | +18.0% | -15.9% | +33.9% | +26.1% |
| YTD | +29.1% | +1.8% | +27.3% | +22.5% |
| 1Y | +14.1% | +17.4% | -3.3% | -0.5% |
| 3Y | +72.6% | +137.1% | -64.5% | -0.2% |
| 5Y | -64.6% | +162.4% | -227.0% | -80.6% |
| 10Y | +590.0% | +452.5% | +137.5% | +143.8% |
| All | +543.0% | +591.2% | -48.2% | +96.0% |
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 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