+59.2%
WELL vs WETO
-99.4%
+158.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | 0.0% |
| 7D | -0.2% | -4.3% | +4.1% | -0.2% |
| 30D | +2.3% | -39.9% | +42.2% | +2.6% |
| 3M | +12.3% | -97.9% | +110.2% | +11.9% |
| 6M | +15.6% | -95.0% | +110.6% | +15.9% |
| YTD | +28.3% | -97.2% | +125.5% | +28.6% |
| 1Y | +41.9% | -98.9% | +140.8% | +42.7% |
| All | +59.2% | -99.4% | +158.6% | +57.0% |
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