+149.7%
XBI vs WAT
+170.9%
-21.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.1% |
| 7D | -4.6% | -0.3% | -4.4% | -4.6% |
| 30D | -2.0% | -1.9% | -0.1% | -1.2% |
| 3M | +17.8% | +13.5% | +4.3% | +11.3% |
| 6M | +23.7% | +37.2% | -13.5% | +6.4% |
| YTD | +28.2% | +7.5% | +20.7% | +21.9% |
| 1Y | +64.0% | +35.0% | +29.0% | +39.6% |
| 3Y | +99.4% | +55.1% | +44.3% | +50.3% |
| 5Y | +19.3% | -2.8% | +22.2% | +11.4% |
| All | +149.7% | +170.9% | -21.2% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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