+20.7%
XLK vs WETO
-99.3%
+120.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.4% | -11.4% | 0.0% |
| 7D | -7.6% | +3.6% | -11.2% | -7.6% |
| 30D | -12.2% | -17.2% | +5.1% | -12.1% |
| 3M | -5.5% | -83.7% | +78.2% | -5.8% |
| 6M | +9.2% | -98.3% | +107.4% | +11.1% |
| YTD | +23.0% | -99.0% | +122.0% | +25.8% |
| 1Y | +20.7% | -99.4% | +120.1% | +23.8% |
| All | +20.7% | -99.3% | +120.0% | +23.8% |
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 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