+29.0%
AMGN vs WETO
-99.4%
+128.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -1.3% |
| 7D | -13.7% | -4.3% | -9.4% | -13.7% |
| 30D | -8.8% | -39.9% | +31.1% | -8.5% |
| 3M | +7.2% | -97.9% | +105.1% | +7.8% |
| 6M | +1.3% | -95.0% | +96.3% | +2.3% |
| YTD | +17.6% | -97.2% | +114.8% | +18.0% |
| 1Y | +37.2% | -98.9% | +136.1% | +36.6% |
| All | +29.0% | -99.4% | +128.4% | +25.6% |
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