+5.4%
XLP vs WETO
-99.4%
+104.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.0% | +0.1% |
| 7D | -2.5% | -19.9% | +17.3% | -2.6% |
| 30D | -1.9% | -42.7% | +40.8% | -1.2% |
| 3M | -2.1% | -97.7% | +95.6% | -2.5% |
| 6M | -1.8% | -94.4% | +92.6% | -1.4% |
| YTD | +8.3% | -97.0% | +105.3% | +8.5% |
| 1Y | +6.8% | -98.9% | +105.7% | +6.5% |
| All | +5.4% | -99.4% | +104.8% | +4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling