+57.9%
EXEL vs WETO
-98.9%
+156.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -20.8% | +20.6% | -0.3% |
| 7D | +8.4% | -55.4% | +63.8% | +8.1% |
| 30D | +4.1% | -48.5% | +52.6% | +5.3% |
| 3M | +12.4% | -97.5% | +109.9% | +19.3% |
| 6M | +41.5% | -94.2% | +135.7% | +49.8% |
| YTD | +34.6% | -97.0% | +131.7% | +39.4% |
| 1Y | +57.9% | -98.9% | +156.8% | +67.8% |
| All | +57.9% | -98.9% | +156.8% | +67.8% |
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