+19.9%
XBI vs NWSA
+40.0%
-20.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -4.6% | -2.8% | -1.8% | -3.4% |
| 30D | -2.0% | +3.0% | -5.0% | -3.4% |
| 3M | +17.8% | +12.3% | +5.5% | +10.6% |
| 6M | +23.7% | +21.9% | +1.9% | +11.0% |
| YTD | +28.2% | +13.6% | +14.7% | +18.5% |
| 1Y | +64.0% | +0.5% | +63.5% | +61.2% |
| 3Y | +99.4% | +43.8% | +55.6% | +57.2% |
| All | +19.9% | +40.0% | -20.1% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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