+261.5%
WAB vs XHB
+237.3%
+24.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.3% |
| 7D | +5.1% | -0.2% | +5.3% | +5.2% |
| 30D | +4.0% | +9.9% | -5.9% | -2.7% |
| 3M | +0.1% | -6.3% | +6.4% | +3.7% |
| 6M | +12.8% | +3.8% | +8.9% | +8.6% |
| YTD | +40.1% | +0.1% | +39.9% | +37.6% |
| 1Y | +46.4% | -0.8% | +47.2% | +44.5% |
| 3Y | +167.4% | +35.6% | +131.8% | +104.0% |
| 5Y | +215.0% | +29.6% | +185.5% | +142.7% |
| All | +261.5% | +237.3% | +24.2% | +38.5% |
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