+139.0%
XBI vs WM
+329.9%
-190.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +0.1% | +1.2% | -1.1% | -0.4% |
| 30D | +0.8% | +13.7% | -12.8% | -3.6% |
| 3M | -1.9% | +5.2% | -7.1% | -3.8% |
| 6M | +15.2% | +11.2% | +4.0% | +10.2% |
| YTD | +27.3% | +9.4% | +17.9% | +21.8% |
| 1Y | +41.5% | +20.4% | +21.1% | +30.5% |
| 3Y | +133.1% | +44.7% | +88.4% | +95.6% |
| 5Y | +23.7% | +58.5% | -34.8% | -1.6% |
| 10Y | +139.0% | +326.4% | -187.4% | +33.3% |
| All | +139.0% | +329.9% | -190.9% | +33.3% |
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