+642.9%
WDC vs XHB
+237.3%
+405.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.7% | -5.6% |
| 7D | +12.1% | -0.2% | +12.3% | +12.4% |
| 30D | -18.8% | +9.9% | -28.7% | -25.5% |
| 3M | -39.3% | -6.3% | -33.0% | -36.8% |
| 6M | -40.1% | +3.8% | -44.0% | -43.5% |
| YTD | +71.8% | +0.1% | +71.7% | +66.5% |
| 1Y | +88.5% | -0.8% | +89.3% | +83.5% |
| 3Y | +770.0% | +35.6% | +734.4% | +508.0% |
| 5Y | +549.0% | +29.6% | +519.5% | +362.4% |
| All | +642.9% | +237.3% | +405.5% | +105.9% |
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