+261.8%
XHB vs NWSA
+123.2%
+138.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.6% |
| 7D | +0.2% | -2.6% | +2.8% | +1.4% |
| 30D | -9.1% | +4.6% | -13.6% | -11.0% |
| 3M | -2.3% | +10.2% | -12.5% | -7.2% |
| 6M | -4.1% | +21.6% | -25.7% | -13.2% |
| YTD | -1.7% | +14.6% | -16.4% | -9.1% |
| 1Y | -15.1% | +0.4% | -15.5% | -16.6% |
| 3Y | +26.8% | +45.0% | -18.2% | +4.6% |
| 5Y | +37.3% | +41.3% | -3.9% | +12.0% |
| 10Y | +205.7% | +142.8% | +62.9% | +81.5% |
| All | +261.8% | +123.2% | +138.7% | +120.2% |
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