+15.4%
XRT vs WETO
-99.4%
+114.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -7.8% | -0.8% |
| 7D | -3.6% | -19.9% | +16.3% | -3.7% |
| 30D | -6.7% | -42.7% | +36.0% | -6.3% |
| 3M | -1.4% | -97.7% | +96.3% | +0.2% |
| 6M | +1.7% | -94.4% | +96.1% | +2.3% |
| YTD | -1.5% | -97.0% | +95.5% | -1.1% |
| 1Y | -2.5% | -98.9% | +96.4% | -2.8% |
| All | +15.4% | -99.4% | +114.8% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling