+142.5%
XLC vs EWT
+395.7%
-253.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -2.2% |
| 7D | -0.8% | +4.0% | -4.8% | -2.9% |
| 30D | +1.0% | +10.3% | -9.3% | -4.2% |
| 3M | -0.7% | +6.1% | -6.8% | -5.3% |
| 6M | -5.1% | +56.6% | -61.8% | -28.9% |
| YTD | -4.3% | +76.6% | -80.9% | -33.8% |
| 1Y | -0.6% | +97.9% | -98.4% | -36.3% |
| 3Y | +72.7% | +198.0% | -125.3% | -19.1% |
| 5Y | +38.0% | +151.8% | -113.8% | -27.7% |
| All | +142.5% | +395.7% | -253.3% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling