+533.2%
XYZ vs WWD
+679.9%
-146.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.3% |
| 7D | -1.0% | +1.3% | -2.3% | -1.6% |
| 30D | -1.7% | -7.2% | +5.5% | +1.9% |
| 3M | +16.7% | -3.8% | +20.6% | +17.7% |
| 6M | +26.9% | -9.9% | +36.8% | +31.1% |
| YTD | +27.1% | +14.8% | +12.3% | +14.1% |
| 1Y | +9.3% | +42.1% | -32.8% | -13.5% |
| 3Y | +42.3% | +170.8% | -128.5% | -22.4% |
| 5Y | -69.3% | +197.5% | -266.8% | -84.2% |
| 10Y | +586.8% | +477.8% | +109.0% | +138.0% |
| All | +533.2% | +679.9% | -146.7% | +82.6% |
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