-48.9%
XE vs WETO
-95.3%
+46.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.4% | -0.3% | -5.9% |
| 7D | -15.7% | -4.3% | -11.4% | -15.8% |
| 30D | -26.6% | -39.9% | +13.3% | -22.5% |
| 3M | -20.3% | -97.9% | +77.6% | -18.4% |
| All | -48.9% | -95.3% | +46.4% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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 · Available span rolling