-48.2%
WING vs WETO
-99.4%
+51.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -5.4% | +11.4% | +5.9% |
| 7D | +7.2% | -4.3% | +11.5% | +7.2% |
| 30D | +4.8% | -39.9% | +44.7% | +2.3% |
| 3M | -23.7% | -97.9% | +74.2% | -20.8% |
| 6M | -43.6% | -95.0% | +51.5% | -43.6% |
| YTD | -50.6% | -97.2% | +46.6% | -50.2% |
| 1Y | -57.0% | -98.9% | +41.9% | -56.1% |
| All | -48.2% | -99.4% | +51.2% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling