+880.6%
XBI vs WM
+1,181.4%
-300.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.6% | +3.5% |
| 7D | -2.4% | +1.2% | -3.6% | -3.1% |
| 30D | +1.3% | +13.1% | -11.8% | -4.9% |
| 3M | -1.5% | +3.6% | -5.1% | -3.7% |
| 6M | +10.7% | +8.1% | +2.6% | +5.2% |
| YTD | +25.0% | +8.9% | +16.0% | +17.6% |
| 1Y | +39.9% | +20.3% | +19.5% | +25.0% |
| 3Y | +119.2% | +46.2% | +73.0% | +72.8% |
| 5Y | +16.6% | +59.9% | -43.2% | -14.0% |
| 10Y | +181.3% | +345.6% | -164.3% | +11.1% |
| All | +880.6% | +1,181.4% | -300.8% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling