+221.8%
GWW vs XHB
+30.4%
+191.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | +0.5% |
| 7D | -3.1% | -5.2% | +2.1% | -0.7% |
| 30D | -2.3% | -12.1% | +9.8% | +3.5% |
| 3M | -3.3% | -6.2% | +2.9% | -1.0% |
| 6M | +15.4% | -6.7% | +22.1% | +17.9% |
| YTD | +26.7% | -5.5% | +32.2% | +28.6% |
| 1Y | +29.0% | -15.6% | +44.6% | +37.8% |
| 3Y | +89.0% | +22.0% | +67.0% | +63.6% |
| 5Y | +221.8% | +31.8% | +189.9% | +167.6% |
| All | +221.8% | +30.4% | +191.4% | +167.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling