+128.2%
EWT vs WETO
-99.4%
+227.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.4% | +7.3% | +1.8% |
| 7D | -1.1% | -4.3% | +3.2% | -1.1% |
| 30D | +4.5% | -39.9% | +44.4% | +2.9% |
| 3M | +8.3% | -97.9% | +106.2% | +8.5% |
| 6M | +54.2% | -95.0% | +149.3% | +52.4% |
| YTD | +74.6% | -97.2% | +171.7% | +72.4% |
| 1Y | +84.9% | -98.9% | +183.8% | +82.3% |
| All | +128.2% | -99.4% | +227.6% | +121.1% |
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