-16.8%
BKNG vs WETO
-99.3%
+82.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -22.4% | +24.1% | +1.7% |
| 7D | +6.3% | -11.9% | +18.2% | +6.3% |
| 30D | +2.0% | -26.0% | +28.0% | +1.9% |
| 3M | -23.6% | -84.2% | +60.6% | -23.5% |
| 6M | -1.0% | -98.3% | +97.4% | -0.5% |
| YTD | -23.1% | -99.1% | +76.0% | -19.4% |
| All | -16.8% | -99.3% | +82.4% | -9.1% |
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