+62.1%
WM vs XHB
+30.4%
+31.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.8% |
| 7D | +1.2% | -2.4% | +3.6% | +1.5% |
| 30D | +15.2% | +7.1% | +8.2% | +14.0% |
| 3M | +8.3% | -6.0% | +14.3% | +9.1% |
| 6M | +13.1% | +2.1% | +11.1% | +12.4% |
| YTD | +12.5% | -0.6% | +13.1% | +11.9% |
| 1Y | +21.8% | -3.3% | +25.1% | +21.6% |
| 3Y | +48.8% | +34.1% | +14.7% | +36.4% |
| 5Y | +62.1% | +28.6% | +33.5% | +52.3% |
| All | +62.1% | +30.4% | +31.7% | +52.3% |
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