+943.2%
XBI vs WAT
+889.0%
+54.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.4% |
| 7D | -0.9% | -0.7% | -0.2% | -0.6% |
| 30D | +2.9% | -1.0% | +3.9% | +3.4% |
| 3M | +26.2% | +10.9% | +15.3% | +19.9% |
| 6M | +30.7% | +33.2% | -2.5% | +12.6% |
| YTD | +32.9% | +6.1% | +26.9% | +26.4% |
| 1Y | +72.3% | +30.2% | +42.0% | +47.3% |
| 3Y | +107.2% | +52.9% | +54.3% | +55.3% |
| 5Y | +23.2% | -5.1% | +28.3% | +15.1% |
| 10Y | +158.5% | +152.6% | +5.9% | +38.7% |
| All | +943.2% | +889.0% | +54.2% | +180.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling