+136.0%
XLC vs EWT
+330.3%
-194.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +3.7% | +9.1% | -5.4% | -0.8% |
| 30D | -1.9% | -12.2% | +10.3% | +3.8% |
| 3M | -3.1% | -9.4% | +6.3% | +0.5% |
| 6M | -6.4% | +2.7% | -9.0% | -11.3% |
| YTD | -6.8% | +53.3% | -60.1% | -31.6% |
| 1Y | -1.7% | +59.2% | -60.9% | -29.6% |
| 3Y | +64.7% | +157.1% | -92.4% | -17.7% |
| 5Y | +41.1% | +119.6% | -78.5% | -21.7% |
| All | +136.0% | +330.3% | -194.3% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling