+20.2%
WM vs XHB
-1.7%
+21.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +0.8% | -4.1% | +4.9% | +1.2% |
| 30D | +13.8% | +9.6% | +4.2% | +12.9% |
| 3M | +6.4% | -6.0% | +12.4% | +6.2% |
| 6M | +13.2% | +2.2% | +11.0% | +12.8% |
| YTD | +10.8% | +1.1% | +9.6% | +10.6% |
| 1Y | +20.2% | -1.7% | +21.9% | +20.4% |
| All | +20.2% | -1.7% | +21.8% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling