-1.0%
XHB vs WETO
-99.4%
+98.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.4% | +7.0% | +1.6% |
| 7D | -4.6% | -4.3% | -0.3% | -4.7% |
| 30D | -9.1% | -39.9% | +30.8% | -8.9% |
| 3M | -8.6% | -97.9% | +89.3% | -7.5% |
| 6M | -4.0% | -95.0% | +91.0% | -3.6% |
| YTD | -3.9% | -97.2% | +93.2% | -3.3% |
| 1Y | -16.5% | -98.9% | +82.4% | -15.6% |
| All | -1.0% | -99.4% | +98.4% | +1.8% |
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 · 6 months rolling