+20.0%
EQT vs WETO
-99.4%
+119.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.1% | -6.4% | +0.6% |
| 7D | -1.2% | -19.9% | +18.7% | -1.3% |
| 30D | +1.1% | -42.7% | +43.8% | +1.4% |
| 3M | +4.8% | -97.7% | +102.5% | +2.6% |
| 6M | -10.6% | -94.4% | +83.8% | -13.6% |
| YTD | +3.4% | -97.0% | +100.4% | +0.5% |
| 1Y | +8.7% | -98.9% | +107.5% | +6.4% |
| All | +20.0% | -99.4% | +119.3% | +15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling