+316.8%
WBD vs XHB
+167.3%
+149.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.8% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | +5.0% | -9.1% | +14.1% | +10.2% |
| 3M | +6.2% | -2.3% | +8.6% | +6.6% |
| 6M | +0.6% | -4.1% | +4.7% | +1.2% |
| YTD | -2.4% | -1.7% | -0.7% | -3.7% |
| 1Y | +127.7% | -15.1% | +142.8% | +142.7% |
| 3Y | +148.4% | +26.8% | +121.6% | +113.7% |
| 5Y | +4.2% | +37.3% | -33.1% | -13.8% |
| 10Y | +10.8% | +205.7% | -194.9% | -40.0% |
| All | +316.8% | +167.3% | +149.5% | +76.7% |
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 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