+172.0%
XHB vs WY
+82.1%
+89.9%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.5% |
| 7D | +0.2% | -2.1% | +2.2% | +1.5% |
| 30D | -9.1% | -10.5% | +1.4% | -2.4% |
| 3M | -2.3% | -4.9% | +2.5% | +0.4% |
| 6M | -4.1% | -4.9% | +0.8% | -1.4% |
| YTD | -1.7% | -1.7% | 0.0% | -1.3% |
| 1Y | -15.1% | -9.4% | -5.7% | -10.3% |
| 3Y | +26.8% | -22.3% | +49.1% | +47.0% |
| 5Y | +37.3% | -20.5% | +57.9% | +56.3% |
| 10Y | +205.7% | +4.9% | +200.7% | +159.2% |
| All | +172.0% | +82.1% | +89.9% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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