-99.4%
WETO vs WTW
+8.6%
-108.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.0% | +8.4% | +11.7% |
| 7D | +3.6% | +4.9% | -1.3% | +4.2% |
| 30D | -17.2% | +17.1% | -34.3% | -15.0% |
| 3M | -83.7% | -0.3% | -83.4% | -83.8% |
| 6M | -98.3% | +30.7% | -128.9% | -98.5% |
| YTD | -99.0% | +3.7% | -102.7% | -98.9% |
| 1Y | -99.4% | +5.9% | -105.2% | -99.3% |
| All | -99.4% | +8.6% | -108.0% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling