-16.4%
SPGI vs WETO
-99.4%
+83.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.1% | -9.0% | -1.9% |
| 7D | -8.9% | -19.9% | +11.0% | -9.0% |
| 30D | +0.6% | -42.7% | +43.3% | +1.1% |
| 3M | +2.0% | -97.7% | +99.7% | +3.7% |
| 6M | +0.1% | -94.4% | +94.5% | +0.6% |
| YTD | -16.4% | -97.0% | +80.6% | -15.7% |
| 1Y | -18.9% | -98.9% | +79.9% | -17.8% |
| All | -16.4% | -99.4% | +83.0% | -14.9% |
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