+49.1%
EXEL vs WETO
-99.4%
+148.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.4% | +3.1% | -2.3% |
| 7D | -4.9% | -4.3% | -0.6% | -4.9% |
| 30D | +11.4% | -39.9% | +51.3% | +12.5% |
| 3M | +4.9% | -97.9% | +102.8% | +10.8% |
| 6M | +34.4% | -95.0% | +129.5% | +39.8% |
| YTD | +28.0% | -97.2% | +125.2% | +33.6% |
| 1Y | +43.6% | -98.9% | +142.6% | +51.4% |
| All | +49.1% | -99.4% | +148.5% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling