+33.5%
GILD vs WETO
-99.4%
+132.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.7% | -0.8% |
| 7D | -4.8% | -4.3% | -0.5% | -4.8% |
| 30D | +5.8% | -39.9% | +45.7% | +6.1% |
| 3M | +14.9% | -97.9% | +112.8% | +16.1% |
| 6M | -0.4% | -95.0% | +94.7% | 0.0% |
| YTD | +18.5% | -97.2% | +115.7% | +19.4% |
| 1Y | +25.1% | -98.9% | +124.0% | +26.6% |
| All | +33.5% | -99.4% | +132.9% | +29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling