+943.2%
XBI vs WAB
+1,814.9%
-871.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | -0.9% | +1.7% | -2.6% | -1.6% |
| 30D | +2.9% | -2.4% | +5.3% | +3.8% |
| 3M | +26.2% | +9.7% | +16.5% | +20.8% |
| 6M | +30.7% | +16.5% | +14.2% | +21.9% |
| YTD | +32.9% | +33.7% | -0.8% | +17.1% |
| 1Y | +72.3% | +49.7% | +22.6% | +44.8% |
| 3Y | +107.2% | +170.9% | -63.7% | +35.6% |
| 5Y | +23.2% | +228.0% | -204.9% | -25.5% |
| 10Y | +158.5% | +284.8% | -126.3% | +34.2% |
| All | +943.2% | +1,814.9% | -871.7% | +196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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