-99.3%
WETO vs SPY
+30.2%
-129.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.6% |
| 7D | -4.3% | -0.8% | -3.5% | -4.1% |
| 30D | -39.9% | -1.1% | -38.8% | -40.1% |
| 3M | -97.9% | +3.9% | -101.8% | -98.0% |
| 6M | -95.0% | +13.6% | -108.6% | -95.5% |
| YTD | -97.2% | +12.7% | -109.8% | -97.4% |
| 1Y | -98.9% | +17.5% | -116.4% | -99.0% |
| All | -99.3% | +30.2% | -129.6% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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