+2,039.9%
WDC vs XHB
+172.3%
+1,867.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.7% | -5.5% |
| 7D | +12.1% | -0.2% | +12.3% | +12.3% |
| 30D | -18.8% | +9.9% | -28.7% | -24.4% |
| 3M | -39.3% | -6.3% | -33.0% | -37.2% |
| 6M | -40.1% | +3.8% | -44.0% | -42.7% |
| YTD | +71.8% | +0.1% | +71.7% | +68.3% |
| 1Y | +88.5% | -0.8% | +89.3% | +85.4% |
| 3Y | +770.0% | +35.6% | +734.4% | +573.1% |
| 5Y | +549.0% | +29.6% | +519.5% | +413.3% |
| 10Y | +650.3% | +237.5% | +412.8% | +224.8% |
| All | +2,039.9% | +172.3% | +1,867.6% | +665.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling