+149.7%
XBI vs W
+158.6%
-8.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -4.6% | -0.9% | -3.8% | -4.5% |
| 30D | -2.0% | -4.2% | +2.2% | -1.2% |
| 3M | +17.8% | +26.9% | -9.1% | +10.8% |
| 6M | +23.7% | +31.2% | -7.5% | +14.6% |
| YTD | +28.2% | -1.8% | +30.1% | +24.5% |
| 1Y | +64.0% | +9.3% | +54.6% | +53.9% |
| 3Y | +99.4% | +33.2% | +66.2% | +65.6% |
| 5Y | +19.3% | -62.4% | +81.7% | +10.7% |
| All | +149.7% | +158.6% | -8.9% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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