+33.3%
IVV vs WETO
-99.4%
+132.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +0.5% | -57.2% | +57.7% | +0.6% |
| 30D | -1.0% | -48.8% | +47.8% | -1.4% |
| 3M | +3.9% | -97.7% | +101.5% | +4.7% |
| 6M | +14.5% | -94.3% | +108.8% | +13.8% |
| YTD | +12.9% | -97.0% | +109.9% | +12.9% |
| 1Y | +19.4% | -98.9% | +118.3% | +20.2% |
| All | +33.3% | -99.4% | +132.6% | +34.0% |
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