+37.6%
XLC vs EWT
+152.9%
-115.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.4% | +2.1% | -3.5% | -2.3% |
| 30D | -0.9% | +9.4% | -10.3% | -4.8% |
| 3M | -0.3% | +10.9% | -11.2% | -5.9% |
| 6M | -5.2% | +57.9% | -63.1% | -26.7% |
| YTD | -5.3% | +75.9% | -81.2% | -31.6% |
| 1Y | -2.8% | +89.7% | -92.5% | -33.1% |
| 3Y | +71.2% | +200.9% | -129.7% | -17.9% |
| 5Y | +37.6% | +154.5% | -116.9% | -24.5% |
| All | +37.6% | +152.9% | -115.3% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling