-84.5%
IRE vs WETO
-98.2%
+13.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +7.1% | -14.9% | -7.8% |
| 7D | +7.9% | -19.9% | +27.8% | +7.9% |
| 30D | +9.3% | -42.7% | +51.9% | +12.3% |
| 3M | -52.3% | -97.7% | +45.4% | -39.7% |
| 6M | -38.5% | -94.4% | +56.0% | -31.7% |
| YTD | -54.8% | -97.0% | +42.2% | -46.8% |
| All | -84.5% | -98.2% | +13.7% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling