+561.8%
GWW vs XHB
+215.4%
+346.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.2% |
| 7D | -3.4% | -4.6% | +1.3% | -0.9% |
| 30D | -1.9% | -9.1% | +7.2% | +3.2% |
| 3M | -2.4% | -8.6% | +6.2% | +1.8% |
| 6M | +15.7% | -4.0% | +19.7% | +16.8% |
| YTD | +27.6% | -3.9% | +31.5% | +28.5% |
| 1Y | +27.2% | -16.5% | +43.7% | +38.1% |
| 3Y | +89.7% | +22.6% | +67.1% | +59.9% |
| 5Y | +223.9% | +33.9% | +190.0% | +153.2% |
| All | +561.8% | +215.4% | +346.4% | +203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling