-23.5%
XYL vs WETO
-98.9%
+75.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +0.4% |
| 7D | +1.2% | -4.3% | +5.5% | +1.2% |
| 30D | -11.9% | -39.9% | +28.0% | -12.6% |
| 3M | -1.5% | -97.9% | +96.4% | +0.9% |
| 6M | -11.9% | -95.0% | +83.1% | -13.0% |
| YTD | -20.6% | -97.2% | +76.6% | -20.5% |
| 1Y | -23.5% | -98.9% | +75.4% | -23.0% |
| All | -23.5% | -98.9% | +75.4% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling