+217.7%
WAB vs XHB
+30.4%
+187.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.3% |
| 7D | +7.9% | -2.4% | +10.3% | +9.3% |
| 30D | +4.9% | +7.1% | -2.2% | +0.6% |
| 3M | +1.8% | -6.0% | +7.8% | +4.8% |
| 6M | +12.0% | +2.1% | +9.9% | +9.7% |
| YTD | +41.3% | -0.6% | +41.9% | +40.0% |
| 1Y | +43.8% | -3.3% | +47.1% | +44.7% |
| 3Y | +171.1% | +34.1% | +137.0% | +116.8% |
| 5Y | +217.7% | +28.6% | +189.1% | +153.9% |
| All | +217.7% | +30.4% | +187.3% | +153.9% |
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