+1,811.9%
WAB vs XHB
+173.9%
+1,638.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.2% | +0.1% |
| 7D | -3.2% | -1.3% | -1.9% | -2.4% |
| 30D | -4.4% | -6.9% | +2.4% | 0.0% |
| 3M | +7.9% | -1.3% | +9.1% | +8.2% |
| 6M | +8.7% | -6.8% | +15.5% | +13.1% |
| YTD | +33.0% | +0.7% | +32.2% | +31.0% |
| 1Y | +46.7% | -11.2% | +57.9% | +56.5% |
| 3Y | +153.0% | +25.3% | +127.7% | +107.5% |
| 5Y | +222.3% | +37.3% | +185.0% | +142.7% |
| 10Y | +291.0% | +211.5% | +79.5% | +65.6% |
| All | +1,811.9% | +173.9% | +1,638.0% | +519.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling