-83.7%
IRE vs WETO
-98.3%
+14.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -20.8% | +34.8% | +13.9% |
| 7D | +54.8% | -55.4% | +110.2% | +54.5% |
| 30D | +18.4% | -48.5% | +66.9% | +21.6% |
| 3M | -66.7% | -97.5% | +30.8% | -58.6% |
| 6M | -52.3% | -94.2% | +41.9% | -47.1% |
| YTD | -52.3% | -97.0% | +44.7% | -43.8% |
| All | -83.7% | -98.3% | +14.6% | -82.4% |
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