+48.3%
XLE vs WETO
-98.9%
+147.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -20.8% | +19.9% | -0.8% |
| 7D | +2.2% | -55.4% | +57.6% | +2.5% |
| 30D | +11.8% | -48.5% | +60.3% | +11.1% |
| 3M | +9.8% | -97.5% | +107.3% | +8.0% |
| 6M | +15.6% | -94.2% | +109.8% | +12.6% |
| YTD | +45.3% | -97.0% | +142.3% | +42.3% |
| 1Y | +48.3% | -98.9% | +147.2% | +44.2% |
| All | +48.3% | -98.9% | +147.2% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling