+55.2%
EWT vs WETO
-99.3%
+154.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.4% | -12.6% | -1.3% |
| 7D | -10.9% | +3.6% | -14.5% | -10.9% |
| 30D | -17.7% | -17.2% | -0.5% | -17.7% |
| 3M | -5.0% | -83.7% | +78.7% | -5.9% |
| 6M | +7.4% | -98.3% | +105.6% | +7.4% |
| YTD | +52.8% | -99.0% | +151.8% | +52.2% |
| 1Y | +55.2% | -99.4% | +154.6% | +54.8% |
| All | +55.2% | -99.3% | +154.5% | +54.8% |
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