+93.7%
WCC vs WETO
-99.4%
+193.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.1% | -10.3% | -3.3% |
| 7D | +1.7% | -19.9% | +21.5% | +1.7% |
| 30D | -6.1% | -42.7% | +36.6% | -6.8% |
| 3M | +3.1% | -97.7% | +100.8% | +4.9% |
| 6M | +28.2% | -94.4% | +122.7% | +27.2% |
| YTD | +41.1% | -97.0% | +138.1% | +40.1% |
| 1Y | +61.3% | -98.9% | +160.1% | +60.3% |
| All | +93.7% | -99.4% | +193.1% | +90.8% |
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