+268.6%
XHB vs NWSA
+102.5%
+166.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -1.9% | -0.5% |
| 7D | -0.2% | +2.2% | -2.4% | -1.2% |
| 30D | +9.9% | -8.8% | +18.7% | +14.2% |
| 3M | -6.3% | -6.5% | +0.2% | -4.0% |
| 6M | +3.8% | +1.5% | +2.3% | +1.8% |
| YTD | +0.1% | +4.0% | -3.9% | -3.7% |
| 1Y | -0.8% | +3.4% | -4.3% | -4.3% |
| 3Y | +35.6% | +34.8% | +0.8% | +15.1% |
| 5Y | +29.6% | +18.4% | +11.2% | +13.9% |
| 10Y | +237.5% | +149.2% | +88.4% | +99.7% |
| All | +268.6% | +102.5% | +166.1% | +133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling