-82.0%
IRE vs WETO
-98.3%
+16.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -0.4% | +10.6% | +10.2% |
| 7D | +58.9% | -57.2% | +116.1% | +58.6% |
| 30D | +17.2% | -48.8% | +66.0% | +20.3% |
| 3M | -58.6% | -97.7% | +39.1% | -47.9% |
| 6M | -23.5% | -94.3% | +70.8% | -15.1% |
| YTD | -47.4% | -97.0% | +49.6% | -38.1% |
| All | -82.0% | -98.3% | +16.3% | -80.6% |
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