+607.2%
XLP vs EWT
+452.2%
+155.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.2% | -2.0% |
| 7D | +0.7% | -11.7% | +12.5% | +3.0% |
| 30D | +10.3% | -23.2% | +33.5% | +15.7% |
| 3M | +6.5% | -12.5% | +19.0% | +8.7% |
| 6M | +8.4% | -5.9% | +14.3% | +8.1% |
| YTD | +18.2% | +40.5% | -22.3% | +8.1% |
| 1Y | +22.4% | +43.7% | -21.3% | +11.3% |
| 3Y | +41.9% | +136.6% | -94.7% | +14.4% |
| 5Y | +40.9% | +105.1% | -64.2% | +16.4% |
| 10Y | +128.4% | +387.0% | -258.6% | +55.8% |
| All | +607.2% | +452.2% | +155.1% | +294.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling