-98.9%
WETO vs WTW
+3.0%
-101.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.1% | -18.7% | -21.5% |
| 7D | -55.4% | -2.6% | -52.8% | -55.7% |
| 30D | -48.5% | -1.0% | -47.5% | -47.5% |
| 3M | -97.5% | +29.9% | -127.4% | -97.8% |
| 6M | -94.2% | +10.7% | -104.9% | -94.1% |
| YTD | -97.0% | +2.6% | -99.6% | -96.8% |
| 1Y | -98.9% | +2.8% | -101.7% | -98.8% |
| All | -98.9% | +3.0% | -101.9% | -98.8% |
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