+222.9%
WAB vs XHB
+34.8%
+188.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.6% |
| 7D | +0.2% | -1.9% | +2.2% | +1.3% |
| 30D | -4.6% | -8.3% | +3.8% | +0.1% |
| 3M | +5.6% | -7.1% | +12.8% | +9.7% |
| 6M | +13.8% | -5.3% | +19.1% | +16.6% |
| YTD | +31.9% | -3.2% | +35.0% | +33.2% |
| 1Y | +48.3% | -13.9% | +62.1% | +59.6% |
| 3Y | +167.1% | +24.9% | +142.2% | +123.7% |
| 5Y | +222.9% | +34.5% | +188.4% | +152.4% |
| All | +222.9% | +34.8% | +188.0% | +152.4% |
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