+93.5%
VSH vs WETO
-99.4%
+192.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -8.0% | -1.1% |
| 7D | +3.1% | -19.9% | +23.0% | +3.4% |
| 30D | -5.7% | -42.7% | +37.0% | -8.5% |
| 3M | -42.5% | -97.7% | +55.2% | -40.4% |
| 6M | +82.7% | -94.4% | +177.1% | +82.5% |
| YTD | +118.2% | -97.0% | +215.2% | +120.3% |
| 1Y | +109.7% | -98.9% | +208.5% | +113.0% |
| All | +93.5% | -99.4% | +192.8% | +103.4% |
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 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