+20.6%
WFC vs WETO
-99.4%
+120.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.1% | -7.3% | -0.2% |
| 7D | +0.3% | -19.9% | +20.2% | +0.3% |
| 30D | +2.3% | -42.7% | +45.0% | +1.3% |
| 3M | +9.8% | -97.7% | +107.5% | +10.5% |
| 6M | +15.6% | -94.4% | +110.0% | +14.0% |
| YTD | -2.4% | -97.0% | +94.6% | -2.7% |
| 1Y | +13.8% | -98.9% | +112.7% | +15.1% |
| All | +20.6% | -99.4% | +120.0% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling