+17.9%
XLP vs WETO
-99.9%
+117.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.4% |
| 7D | +2.5% | -39.7% | +42.2% | +2.3% |
| 30D | +7.3% | -26.7% | +34.0% | +7.3% |
| 3M | +8.1% | -83.1% | +91.2% | +8.4% |
| 6M | +10.5% | -98.8% | +109.3% | +10.0% |
| YTD | +21.2% | -99.3% | +120.5% | +20.7% |
| 1Y | +22.7% | -99.4% | +122.1% | +22.1% |
| All | +17.9% | -99.9% | +117.8% | +16.3% |
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