+9.0%
WXET vs SPY
+30.4%
-21.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.2% | -4.3% |
| 7D | -1.9% | -0.8% | -1.1% | -2.0% |
| 30D | +16.5% | -1.1% | +17.6% | +16.5% |
| 3M | +37.2% | +3.9% | +33.3% | +37.6% |
| 6M | +24.8% | +13.6% | +11.2% | +26.2% |
| YTD | +65.5% | +12.7% | +52.8% | +67.2% |
| 1Y | +47.0% | +17.5% | +29.5% | +48.4% |
| All | +9.0% | +30.4% | -21.4% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling