+109.6%
XBI vs WM
+45.0%
+64.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | +7.1% | -2.4% | +9.4% | +7.2% |
| 3M | +22.9% | +0.4% | +22.5% | +22.4% |
| 6M | +29.7% | -9.5% | +39.2% | +30.7% |
| YTD | +34.5% | +0.5% | +34.0% | +33.5% |
| 1Y | +76.1% | -1.1% | +77.1% | +75.0% |
| All | +109.6% | +45.0% | +64.6% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling