+23.0%
AMZN vs WETO
-99.4%
+122.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.4% | +7.4% | +2.1% |
| 7D | -0.7% | -4.3% | +3.6% | -0.6% |
| 30D | -3.9% | -39.9% | +36.0% | -9.9% |
| 3M | +6.3% | -97.9% | +104.2% | -1.0% |
| 6M | +20.8% | -95.0% | +115.8% | +8.7% |
| YTD | +11.2% | -97.2% | +108.4% | +1.7% |
| 1Y | +11.7% | -98.9% | +110.6% | +4.3% |
| All | +23.0% | -99.4% | +122.4% | +15.0% |
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 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