+916.1%
WDC vs XBI
+19.1%
+897.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -4.3% | -4.6% | +0.3% | -1.9% |
| 30D | -1.5% | -2.0% | +0.5% | -1.0% |
| 3M | -15.5% | +17.8% | -33.3% | -23.4% |
| 6M | +66.5% | +23.7% | +42.7% | +47.1% |
| YTD | +159.9% | +28.2% | +131.6% | +125.7% |
| 1Y | +366.0% | +64.0% | +302.0% | +256.4% |
| 3Y | +1,285.8% | +99.4% | +1,186.4% | +851.4% |
| All | +916.1% | +19.1% | +897.0% | +750.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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