+1,359.8%
WDC vs XHB
+26.5%
+1,333.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.6% | +3.5% |
| 7D | +6.0% | +0.2% | +5.8% | +5.8% |
| 30D | +9.9% | -9.1% | +19.0% | +15.8% |
| 3M | -9.4% | -2.3% | -7.1% | -9.1% |
| 6M | +94.7% | -4.1% | +98.9% | +97.5% |
| YTD | +177.4% | -1.7% | +179.1% | +176.4% |
| 1Y | +412.6% | -15.1% | +427.7% | +454.0% |
| 3Y | +1,359.8% | +26.8% | +1,332.9% | +1,195.9% |
| All | +1,359.8% | +26.5% | +1,333.3% | +1,195.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling