-45.2%
BBWI vs WETO
-99.4%
+54.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -5.4% | +11.8% | +6.4% |
| 7D | -4.8% | -4.3% | -0.5% | -4.8% |
| 30D | +3.5% | -39.9% | +43.4% | +2.4% |
| 3M | -0.3% | -97.9% | +97.6% | -1.3% |
| 6M | -5.4% | -95.0% | +89.7% | -6.7% |
| YTD | -4.7% | -97.2% | +92.4% | -7.5% |
| 1Y | -30.5% | -98.9% | +68.4% | -34.5% |
| All | -45.2% | -99.4% | +54.2% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling