+1,228.2%
WDC vs XHB
+210.4%
+1,017.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -2.5% |
| 7D | +4.4% | -5.2% | +9.7% | +9.1% |
| 30D | +5.3% | -12.1% | +17.4% | +16.7% |
| 3M | -5.9% | -6.2% | +0.3% | -2.2% |
| 6M | +73.2% | -6.7% | +79.9% | +80.9% |
| YTD | +167.8% | -5.5% | +173.3% | +175.1% |
| 1Y | +386.0% | -15.6% | +401.6% | +444.9% |
| 3Y | +1,309.7% | +22.0% | +1,287.7% | +988.6% |
| 5Y | +957.1% | +31.8% | +925.3% | +645.1% |
| All | +1,228.2% | +210.4% | +1,017.7% | +326.6% |
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