+18.5%
BLK vs WETO
-99.4%
+117.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.4% | +7.1% | +1.6% |
| 7D | -3.3% | -4.3% | +1.0% | -3.3% |
| 30D | -6.5% | -39.9% | +33.4% | -5.9% |
| 3M | +6.7% | -97.9% | +104.6% | +8.9% |
| 6M | +14.7% | -95.0% | +109.8% | +15.1% |
| YTD | +2.5% | -97.2% | +99.7% | +3.4% |
| 1Y | -2.8% | -98.9% | +96.1% | -1.2% |
| All | +18.5% | -99.4% | +117.9% | +20.4% |
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