-99.3%
WETO vs WTW
-4.2%
-95.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -4.3% | -5.7% | +1.4% | -4.9% |
| 30D | -39.9% | -7.3% | -32.6% | -39.4% |
| 3M | -97.9% | +21.5% | -119.4% | -98.2% |
| 6M | -95.0% | +9.6% | -104.7% | -95.3% |
| YTD | -97.2% | -3.3% | -93.9% | -97.0% |
| 1Y | -98.9% | -6.1% | -92.8% | -98.8% |
| All | -99.3% | -4.2% | -95.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling