+14.5%
XLF vs WETO
-99.4%
+113.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.4% | +6.1% | +0.7% |
| 7D | -1.5% | -4.3% | +2.9% | -1.5% |
| 30D | -1.2% | -39.9% | +38.7% | -1.3% |
| 3M | +9.2% | -97.9% | +107.1% | +10.8% |
| 6M | +16.3% | -95.0% | +111.4% | +15.9% |
| YTD | +5.4% | -97.2% | +102.6% | +5.7% |
| 1Y | +7.6% | -98.9% | +106.5% | +8.7% |
| All | +14.5% | -99.4% | +113.9% | +15.8% |
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