+51.8%
XLE vs WETO
-99.4%
+151.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.1% | -7.6% | -0.6% |
| 7D | +0.5% | -19.9% | +20.4% | +0.6% |
| 30D | +6.6% | -42.7% | +49.2% | +5.8% |
| 3M | +12.3% | -97.7% | +110.0% | +11.0% |
| 6M | +18.4% | -94.4% | +112.8% | +16.0% |
| YTD | +47.2% | -97.0% | +144.2% | +44.9% |
| 1Y | +50.3% | -98.9% | +149.1% | +48.8% |
| All | +51.8% | -99.4% | +151.2% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling