+24.3%
DIA vs WETO
-99.4%
+123.7%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +1.0% |
| 7D | -1.6% | -4.3% | +2.8% | -1.6% |
| 30D | -2.0% | -39.9% | +37.9% | -2.3% |
| 3M | +3.6% | -97.9% | +101.5% | +4.2% |
| 6M | +11.5% | -95.0% | +106.6% | +11.0% |
| YTD | +10.4% | -97.2% | +107.5% | +10.2% |
| 1Y | +15.6% | -98.9% | +114.5% | +15.8% |
| All | +24.3% | -99.4% | +123.7% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling