+99.4%
XBI vs GWW
+89.6%
+9.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -4.6% | -3.4% | -1.3% | -3.7% |
| 30D | -2.0% | -1.9% | -0.1% | -1.5% |
| 3M | +17.8% | -2.4% | +20.2% | +18.0% |
| 6M | +23.7% | +15.7% | +8.0% | +16.6% |
| YTD | +28.2% | +27.6% | +0.6% | +16.2% |
| 1Y | +64.0% | +27.2% | +36.8% | +48.6% |
| 3Y | +99.4% | +89.7% | +9.7% | +58.0% |
| All | +99.4% | +89.6% | +9.8% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling