+330.3%
WM vs XHB
+237.3%
+93.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.3% |
| 7D | +3.2% | -0.2% | +3.4% | +3.2% |
| 30D | +13.0% | +9.9% | +3.1% | +10.0% |
| 3M | +9.2% | -6.3% | +15.5% | +10.9% |
| 6M | +13.6% | +3.8% | +9.8% | +11.7% |
| YTD | +12.4% | +0.1% | +12.3% | +11.0% |
| 1Y | +21.2% | -0.8% | +22.0% | +19.9% |
| 3Y | +48.7% | +35.6% | +13.1% | +28.5% |
| 5Y | +61.9% | +29.6% | +32.3% | +39.5% |
| All | +330.3% | +237.3% | +93.0% | +160.0% |
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