+31.8%
XHB vs NWSA
+39.0%
-7.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.6% | -2.0% |
| 7D | -5.2% | -4.8% | -0.5% | -2.9% |
| 30D | -12.1% | +3.0% | -15.1% | -13.5% |
| 3M | -6.2% | +9.3% | -15.5% | -11.0% |
| 6M | -6.7% | +23.2% | -29.9% | -17.1% |
| YTD | -5.5% | +13.3% | -18.8% | -12.8% |
| 1Y | -15.6% | +2.9% | -18.5% | -18.2% |
| 3Y | +22.0% | +43.3% | -21.3% | -2.2% |
| 5Y | +31.8% | +40.9% | -9.0% | +1.4% |
| All | +31.8% | +39.0% | -7.2% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 5y: compounded portfolio wealth divided by compounded NWSA 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…
5y analysis · Full analysis span regression · 6 months rolling