+30.6%
XLI vs WETO
-99.4%
+130.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +1.1% |
| 7D | -1.7% | -4.3% | +2.7% | -1.6% |
| 30D | -7.3% | -39.9% | +32.6% | -7.7% |
| 3M | -1.3% | -97.9% | +96.6% | -1.2% |
| 6M | +2.2% | -95.0% | +97.3% | +1.8% |
| YTD | +11.7% | -97.2% | +108.9% | +11.5% |
| 1Y | +14.3% | -98.9% | +113.2% | +14.5% |
| All | +30.6% | -99.4% | +130.0% | +30.3% |
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