+11.4%
WBD vs XHB
+215.4%
-204.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.6% |
| 7D | -0.7% | -4.6% | +3.9% | +2.3% |
| 30D | +1.4% | -9.1% | +10.5% | +7.8% |
| 3M | +4.4% | -8.6% | +13.0% | +9.5% |
| 6M | +0.8% | -4.0% | +4.9% | +1.1% |
| YTD | -2.7% | -3.9% | +1.2% | -3.3% |
| 1Y | +73.4% | -16.5% | +89.9% | +88.9% |
| 3Y | +142.1% | +22.6% | +119.6% | +99.4% |
| 5Y | +7.2% | +33.9% | -26.7% | -18.3% |
| All | +11.4% | +215.4% | -204.0% | -52.6% |
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