-4.4%
WM vs WETO
-99.4%
+95.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.3% | -0.2% |
| 7D | -2.1% | -4.3% | +2.2% | -2.1% |
| 30D | -5.3% | -39.9% | +34.6% | -5.0% |
| 3M | -2.0% | -97.9% | +95.9% | -3.8% |
| 6M | -8.6% | -95.0% | +86.5% | -9.4% |
| YTD | -1.6% | -97.2% | +95.6% | -3.2% |
| 1Y | -1.2% | -98.9% | +97.7% | -3.6% |
| All | -4.4% | -99.4% | +95.0% | -9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling