-9.3%
SHW vs WETO
-99.4%
+90.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.1% | -0.9% |
| 7D | -4.5% | -19.9% | +15.4% | -4.6% |
| 30D | -12.7% | -42.7% | +30.0% | -11.7% |
| 3M | +4.7% | -97.7% | +102.4% | +5.9% |
| 6M | -3.4% | -94.4% | +91.0% | -2.5% |
| YTD | -1.3% | -97.0% | +95.7% | -0.5% |
| 1Y | -10.4% | -98.9% | +88.5% | -9.7% |
| All | -9.3% | -99.4% | +90.1% | -8.5% |
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