+288.2%
WAB vs XHB
+210.4%
+77.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | +1.5% |
| 7D | -0.2% | -5.2% | +5.0% | +3.3% |
| 30D | -5.9% | -12.1% | +6.3% | +2.3% |
| 3M | +9.4% | -6.2% | +15.6% | +13.4% |
| 6M | +13.8% | -6.7% | +20.5% | +18.2% |
| YTD | +31.8% | -5.5% | +37.2% | +35.2% |
| 1Y | +48.5% | -15.6% | +64.2% | +63.9% |
| 3Y | +167.0% | +22.0% | +145.0% | +119.4% |
| 5Y | +222.3% | +31.8% | +190.5% | +144.5% |
| All | +288.2% | +210.4% | +77.7% | +48.2% |
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