-2.6%
MSCI vs WETO
-99.4%
+96.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +1.2% |
| 7D | -3.2% | -4.3% | +1.1% | -3.2% |
| 30D | -1.1% | -39.9% | +38.8% | 0.0% |
| 3M | -6.3% | -97.9% | +91.6% | -5.5% |
| 6M | +2.1% | -95.0% | +97.2% | +2.1% |
| YTD | -2.3% | -97.2% | +94.9% | -1.8% |
| 1Y | -3.9% | -98.9% | +95.0% | -2.8% |
| All | -2.6% | -99.4% | +96.8% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling