+5.4%
XLP vs WETO
-99.4%
+104.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.1% | +4.0% | -1.2% |
| 7D | -2.9% | -38.7% | +35.8% | -3.1% |
| 30D | -2.2% | -51.3% | +49.1% | -1.6% |
| 3M | -0.6% | -97.8% | +97.3% | -1.0% |
| 6M | -2.2% | -94.8% | +92.6% | -1.8% |
| YTD | +8.3% | -97.2% | +105.5% | +8.4% |
| 1Y | +5.7% | -98.9% | +104.7% | +5.4% |
| All | +5.4% | -99.4% | +104.8% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling