+124.1%
XBI vs CDW
+312.7%
-188.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.2% |
| 7D | -1.1% | +9.3% | -10.4% | -4.3% |
| 30D | +2.6% | +14.4% | -11.8% | -2.8% |
| 3M | -4.0% | +21.4% | -25.4% | -11.8% |
| 6M | +10.9% | +72.8% | -61.9% | -13.7% |
| YTD | +23.6% | +28.0% | -4.4% | +6.0% |
| 1Y | +35.1% | +19.3% | +15.8% | +19.5% |
| 3Y | +125.2% | -15.3% | +140.5% | +125.8% |
| 5Y | +19.7% | -3.8% | +23.5% | +10.3% |
| All | +124.1% | +312.7% | -188.6% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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