+9.8%
DIA vs WETO
-94.9%
+104.7%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.1% | -7.7% | -0.6% |
| 7D | -3.0% | -19.9% | +16.9% | -3.0% |
| 30D | -3.0% | -42.7% | +39.7% | -3.1% |
| 3M | +4.5% | -97.7% | +102.2% | +5.0% |
| 6M | +9.8% | -94.4% | +104.2% | +9.2% |
| All | +9.8% | -94.9% | +104.7% | +9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling