+202.7%
AMAT vs WETO
-99.4%
+302.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.3% | -0.8% |
| 7D | +6.9% | -38.7% | +45.6% | +7.5% |
| 30D | -10.1% | -51.3% | +41.2% | -10.4% |
| 3M | -6.0% | -97.8% | +91.8% | -1.4% |
| 6M | +38.6% | -94.8% | +133.4% | +43.5% |
| YTD | +83.1% | -97.2% | +180.3% | +88.4% |
| 1Y | +188.3% | -98.9% | +287.3% | +194.9% |
| All | +202.7% | -99.4% | +302.1% | +208.3% |
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