+149.7%
XBI vs CDW
+300.6%
-150.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.2% | -3.4% |
| 7D | -4.6% | +0.9% | -5.6% | -5.2% |
| 30D | -2.0% | +13.1% | -15.1% | -7.0% |
| 3M | +17.8% | +19.7% | -1.9% | +7.9% |
| 6M | +23.7% | +30.7% | -7.0% | +5.9% |
| YTD | +28.2% | +14.7% | +13.5% | +15.3% |
| 1Y | +64.0% | -5.3% | +69.3% | +60.2% |
| 3Y | +99.4% | -23.8% | +123.2% | +109.0% |
| 5Y | +19.3% | -16.8% | +36.1% | +17.1% |
| All | +149.7% | +300.6% | -150.9% | +15.6% |
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