+59.7%
WM vs XHB
+33.2%
+26.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | +1.2% | +1.3% | -0.1% | +1.0% |
| 30D | +13.1% | +7.8% | +5.3% | +11.8% |
| 3M | +3.6% | -5.5% | +9.1% | +4.3% |
| 6M | +8.1% | -2.6% | +10.7% | +8.1% |
| YTD | +8.9% | +0.4% | +8.6% | +8.2% |
| 1Y | +20.3% | -1.0% | +21.3% | +19.8% |
| 3Y | +46.2% | +37.3% | +8.9% | +33.5% |
| All | +59.7% | +33.2% | +26.5% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling