+149.7%
XBI vs WSM
+1,071.8%
-922.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -4.6% | -0.5% | -4.1% | -4.5% |
| 30D | -2.0% | -7.7% | +5.7% | +0.3% |
| 3M | +17.8% | +3.8% | +14.0% | +16.2% |
| 6M | +23.7% | +22.7% | +1.0% | +16.1% |
| YTD | +28.2% | +28.0% | +0.2% | +18.4% |
| 1Y | +64.0% | +12.7% | +51.2% | +56.4% |
| 3Y | +99.4% | +231.3% | -131.9% | +29.6% |
| 5Y | +19.3% | +177.2% | -157.8% | -21.3% |
| All | +149.7% | +1,071.8% | -922.1% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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