+22.4%
XLP vs EWT
+41.6%
-19.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.2% | -0.9% |
| 7D | +0.7% | -11.7% | +12.5% | -0.5% |
| 30D | +10.3% | -23.2% | +33.5% | +7.3% |
| 3M | +6.5% | -12.5% | +19.0% | +5.0% |
| 6M | +8.4% | -5.9% | +14.3% | +6.4% |
| YTD | +18.2% | +40.5% | -22.3% | +14.5% |
| 1Y | +22.4% | +43.7% | -21.3% | +18.9% |
| All | +22.4% | +41.6% | -19.2% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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