+7.8%
WBD vs XHB
+30.4%
-22.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.4% | +2.7% |
| 7D | -0.6% | -5.2% | +4.6% | +3.2% |
| 30D | +4.2% | -12.1% | +16.3% | +13.9% |
| 3M | +7.5% | -6.2% | +13.7% | +10.9% |
| 6M | +1.6% | -6.7% | +8.3% | +3.8% |
| YTD | -2.2% | -5.5% | +3.3% | -2.2% |
| 1Y | +124.9% | -15.6% | +140.5% | +145.9% |
| 3Y | +149.1% | +22.0% | +127.1% | +91.6% |
| 5Y | +7.8% | +31.8% | -24.0% | -33.7% |
| All | +7.8% | +30.4% | -22.6% | -33.7% |
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