+306.4%
WM vs XHB
+211.6%
+94.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | -0.3% | -1.3% | +1.0% | 0.0% |
| 30D | -2.4% | -6.9% | +4.5% | -0.5% |
| 3M | +0.4% | -1.3% | +1.7% | +0.4% |
| 6M | -9.5% | -6.8% | -2.7% | -8.4% |
| YTD | +0.5% | +0.7% | -0.2% | -0.8% |
| 1Y | -1.1% | -11.2% | +10.2% | +1.2% |
| 3Y | +46.0% | +25.3% | +20.7% | +29.7% |
| 5Y | +51.8% | +37.3% | +14.5% | +27.8% |
| All | +306.4% | +211.6% | +94.8% | +143.2% |
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