-51.1%
WING vs WETO
-99.4%
+48.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.1% | 0.0% |
| 7D | +0.2% | -19.9% | +20.1% | +0.1% |
| 30D | -0.5% | -42.7% | +42.2% | -2.8% |
| 3M | -23.9% | -97.7% | +73.8% | -21.1% |
| 6M | -48.9% | -94.4% | +45.5% | -49.0% |
| YTD | -53.3% | -97.0% | +43.6% | -53.0% |
| 1Y | -60.3% | -98.9% | +38.6% | -59.5% |
| All | -51.1% | -99.4% | +48.2% | -49.0% |
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 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