+52.7%
XLE vs WETO
-99.4%
+152.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.1% | +6.0% | +0.9% |
| 7D | +0.3% | -38.7% | +39.0% | +0.5% |
| 30D | +8.5% | -51.3% | +59.8% | +7.8% |
| 3M | +14.6% | -97.8% | +112.4% | +13.3% |
| 6M | +17.6% | -94.8% | +112.3% | +15.2% |
| YTD | +48.1% | -97.2% | +145.3% | +45.8% |
| 1Y | +53.8% | -98.9% | +152.7% | +52.4% |
| All | +52.7% | -99.4% | +152.1% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling