+139.2%
AMAT vs WETO
-99.9%
+239.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | 0.0% | -2.7% |
| 7D | +11.4% | -39.7% | +51.1% | +11.7% |
| 30D | -17.0% | -26.8% | +9.7% | -17.0% |
| 3M | -30.6% | -83.1% | +52.5% | -30.5% |
| 6M | -14.9% | -98.8% | +83.9% | -10.9% |
| YTD | +44.7% | -99.3% | +144.0% | +50.3% |
| 1Y | +66.9% | -99.4% | +166.3% | +73.2% |
| All | +139.2% | -99.9% | +239.0% | +145.9% |
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