+164.0%
XBI vs WM
+303.2%
-139.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -3.6% | -1.2% | -2.4% | -3.2% |
| 30D | +0.9% | -4.5% | +5.3% | +2.4% |
| 3M | +21.4% | -2.2% | +23.6% | +21.7% |
| 6M | +25.5% | -11.5% | +37.0% | +30.0% |
| YTD | +30.8% | -0.7% | +31.5% | +29.6% |
| 1Y | +68.6% | +0.3% | +68.2% | +66.0% |
| 3Y | +103.9% | +44.2% | +59.7% | +69.6% |
| 5Y | +20.8% | +51.6% | -30.8% | -3.3% |
| 10Y | +164.0% | +310.4% | -146.4% | +32.8% |
| All | +164.0% | +303.2% | -139.2% | +32.8% |
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