-47.2%
INTU vs WETO
-99.4%
+52.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.4% | -0.3% |
| 7D | -9.2% | -19.9% | +10.7% | -9.4% |
| 30D | -7.0% | -42.7% | +35.6% | -5.0% |
| 3M | +10.5% | -97.7% | +108.2% | +10.1% |
| 6M | -30.6% | -94.4% | +63.8% | -30.0% |
| YTD | -52.3% | -97.0% | +44.7% | -52.5% |
| 1Y | -51.8% | -98.9% | +47.0% | -53.1% |
| All | -47.2% | -99.4% | +52.2% | -48.7% |
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