+124.1%
XBI vs WM
+330.8%
-206.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.1% | +3.2% | -4.3% | -2.1% |
| 30D | +2.6% | +13.0% | -10.4% | -1.7% |
| 3M | -4.0% | +9.2% | -13.3% | -7.1% |
| 6M | +10.9% | +13.6% | -2.7% | +5.4% |
| YTD | +23.6% | +12.4% | +11.2% | +17.3% |
| 1Y | +35.1% | +21.2% | +13.9% | +24.5% |
| 3Y | +125.2% | +48.7% | +76.5% | +87.3% |
| 5Y | +19.7% | +61.9% | -42.2% | -5.3% |
| All | +124.1% | +330.8% | -206.7% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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