+231.4%
WAT vs XHB
+241.7%
-10.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +0.7% | -4.1% | +4.8% | +3.0% |
| 30D | +9.0% | +9.6% | -0.6% | +3.1% |
| 3M | +13.5% | -6.0% | +19.5% | +16.8% |
| 6M | +35.3% | +2.2% | +33.1% | +32.1% |
| YTD | +24.0% | +1.1% | +22.8% | +21.3% |
| 1Y | +22.0% | -1.7% | +23.7% | +21.2% |
| 3Y | +84.0% | +36.5% | +47.5% | +51.5% |
| 5Y | +34.4% | +33.5% | +0.9% | +9.5% |
| 10Y | +231.4% | +240.9% | -9.5% | +71.2% |
| All | +231.4% | +241.7% | -10.3% | +71.2% |
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