+9.5%
WAT vs WETO
-99.4%
+108.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.1% | +1.6% |
| 7D | -0.3% | -4.3% | +4.1% | -0.3% |
| 30D | -1.9% | -39.9% | +38.0% | -1.9% |
| 3M | +13.5% | -97.9% | +111.4% | +14.8% |
| 6M | +37.2% | -95.0% | +132.3% | +37.1% |
| YTD | +7.5% | -97.2% | +104.7% | +6.5% |
| 1Y | +35.0% | -98.9% | +133.9% | +31.1% |
| All | +9.5% | -99.4% | +108.9% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling