-13.4%
WCN vs WETO
-99.4%
+86.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.2% |
| 7D | -3.1% | -4.3% | +1.2% | -3.1% |
| 30D | -3.4% | -39.9% | +36.5% | -3.7% |
| 3M | +3.0% | -97.9% | +100.9% | +1.7% |
| 6M | -3.8% | -95.0% | +91.3% | -4.9% |
| YTD | -8.3% | -97.2% | +88.8% | -10.0% |
| 1Y | -9.7% | -98.9% | +89.2% | -12.1% |
| All | -13.4% | -99.4% | +86.0% | -17.8% |
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