+219.5%
XBI vs W
+177.7%
+41.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | -0.9% | +6.5% | -7.4% | -2.1% |
| 30D | +2.9% | -6.2% | +9.1% | +4.1% |
| 3M | +26.2% | +48.9% | -22.7% | +15.3% |
| 6M | +30.7% | +31.2% | -0.5% | +21.4% |
| YTD | +32.9% | -0.4% | +33.4% | +28.9% |
| 1Y | +72.3% | +14.8% | +57.4% | +60.6% |
| 3Y | +107.2% | +40.5% | +66.7% | +71.7% |
| 5Y | +23.2% | -62.1% | +85.3% | +14.0% |
| 10Y | +158.5% | +141.5% | +17.0% | +50.4% |
| All | +219.5% | +177.7% | +41.8% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling