-20.2%
BKNG vs WETO
-98.8%
+78.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.5% | +0.6% |
| 7D | -10.7% | -19.9% | +9.2% | -10.7% |
| 30D | -18.1% | -42.7% | +24.6% | -17.8% |
| 3M | +8.5% | -97.7% | +106.2% | +12.2% |
| 6M | -0.1% | -94.4% | +94.4% | 0.0% |
| YTD | -18.2% | -97.0% | +78.8% | -16.4% |
| All | -20.2% | -98.8% | +78.7% | -19.0% |
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 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