+5.3%
V vs WETO
-99.4%
+104.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.3% | +0.9% |
| 7D | -1.2% | -4.3% | +3.1% | -1.2% |
| 30D | +3.1% | -39.9% | +43.0% | +2.7% |
| 3M | +16.3% | -97.9% | +114.2% | +19.1% |
| 6M | +20.4% | -95.0% | +115.4% | +20.1% |
| YTD | +6.3% | -97.2% | +103.4% | +6.7% |
| 1Y | +8.7% | -98.9% | +107.6% | +10.2% |
| All | +5.3% | -99.4% | +104.7% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling