+113.2%
WDC vs XHB
+5.8%
+107.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.4% | -12.2% | -8.9% |
| 7D | -18.3% | +9.7% | -28.1% | -22.0% |
| 30D | -26.7% | +11.7% | -38.3% | -30.8% |
| 3M | -40.9% | -1.4% | -39.6% | -40.1% |
| 6M | -26.8% | +6.8% | -33.5% | -30.1% |
| YTD | +88.2% | +5.5% | +82.7% | +76.0% |
| 1Y | +113.2% | +5.1% | +108.0% | +100.5% |
| All | +113.2% | +5.8% | +107.4% | +100.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling