+52.5%
EXEL vs WETO
-99.4%
+151.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.1% | -8.6% | -1.5% |
| 7D | -2.9% | -19.9% | +17.0% | -2.9% |
| 30D | +11.9% | -42.7% | +54.6% | +12.9% |
| 3M | +9.2% | -97.7% | +106.9% | +15.3% |
| 6M | +39.1% | -94.4% | +133.5% | +44.6% |
| YTD | +31.0% | -97.0% | +128.0% | +36.7% |
| 1Y | +52.3% | -98.9% | +151.2% | +60.6% |
| All | +52.5% | -99.4% | +151.9% | +58.8% |
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 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