+86.3%
WAT vs XHB
+42.3%
+43.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +2.1% |
| 7D | +6.0% | +1.3% | +4.7% | +5.1% |
| 30D | +9.9% | +11.8% | -1.9% | +2.4% |
| 3M | +17.2% | -3.8% | +21.0% | +19.5% |
| 6M | +34.2% | +4.1% | +30.1% | +29.4% |
| YTD | +25.5% | +4.0% | +21.6% | +20.4% |
| 1Y | +28.3% | +1.6% | +26.7% | +24.8% |
| All | +86.3% | +42.3% | +43.9% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling