+12.3%
WFC vs WETO
-98.9%
+111.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -20.8% | +21.7% | +0.9% |
| 7D | +3.8% | -55.4% | +59.2% | +3.7% |
| 30D | +1.5% | -48.5% | +50.0% | +0.8% |
| 3M | +10.9% | -97.5% | +108.4% | +11.0% |
| 6M | +8.4% | -94.2% | +102.6% | +7.3% |
| YTD | -1.9% | -97.0% | +95.2% | -2.5% |
| 1Y | +12.3% | -98.9% | +111.3% | +8.6% |
| All | +12.3% | -98.9% | +111.2% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling