+57.4%
WAB vs WETO
-99.4%
+156.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +1.0% |
| 7D | +0.1% | -4.3% | +4.4% | +0.1% |
| 30D | -4.1% | -39.9% | +35.8% | -3.0% |
| 3M | +8.2% | -97.9% | +106.1% | +7.0% |
| 6M | +15.4% | -95.0% | +110.4% | +12.9% |
| YTD | +33.1% | -97.2% | +130.3% | +30.9% |
| 1Y | +48.1% | -98.9% | +147.0% | +46.8% |
| All | +57.4% | -99.4% | +156.8% | +58.4% |
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