+19.8%
XBI vs WAT
-5.3%
+25.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -4.6% | -2.9% | -1.7% | -3.5% |
| 30D | -0.8% | -3.2% | +2.4% | +0.5% |
| 3M | +21.8% | +10.6% | +11.2% | +17.0% |
| 6M | +23.2% | +34.0% | -10.9% | +8.8% |
| YTD | +28.7% | +5.7% | +23.0% | +24.1% |
| 1Y | +67.8% | +37.1% | +30.7% | +44.2% |
| 3Y | +100.6% | +52.4% | +48.3% | +54.5% |
| 5Y | +19.8% | -4.4% | +24.2% | +7.0% |
| All | +19.8% | -5.3% | +25.1% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling