+193.1%
AMAT vs WETO
-99.4%
+292.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.1% | -10.2% | -3.2% |
| 7D | +4.2% | -19.9% | +24.0% | +4.4% |
| 30D | -13.5% | -42.7% | +29.1% | -14.0% |
| 3M | -8.6% | -97.7% | +89.2% | -4.1% |
| 6M | +31.6% | -94.4% | +126.0% | +36.1% |
| YTD | +77.3% | -97.0% | +174.3% | +82.3% |
| 1Y | +179.4% | -98.9% | +278.2% | +185.5% |
| All | +193.1% | -99.4% | +292.5% | +198.3% |
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 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