+7.9%
VNQ vs WETO
-99.4%
+107.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.4% | +6.1% | +0.7% |
| 7D | -1.3% | -4.3% | +3.0% | -1.3% |
| 30D | -2.6% | -39.9% | +37.3% | -2.5% |
| 3M | -2.0% | -97.9% | +95.9% | -1.2% |
| 6M | +4.3% | -95.0% | +99.4% | +4.6% |
| YTD | +9.2% | -97.2% | +106.4% | +9.7% |
| 1Y | +5.6% | -98.9% | +104.5% | +6.7% |
| All | +7.9% | -99.4% | +107.3% | +8.9% |
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