-33.9%
AZO vs WETO
-98.9%
+65.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.3% | -0.2% |
| 7D | -3.6% | -4.3% | +0.7% | -3.6% |
| 30D | -5.6% | -39.9% | +34.3% | -5.1% |
| 3M | -6.6% | -97.9% | +91.2% | -7.7% |
| 6M | -22.5% | -95.0% | +72.5% | -22.5% |
| YTD | -15.2% | -97.2% | +82.0% | -15.4% |
| 1Y | -33.9% | -98.9% | +65.0% | -35.1% |
| All | -33.9% | -98.9% | +65.0% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling