+9.2%
WM vs WETO
-99.9%
+109.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | -0.1% |
| 7D | +3.2% | -39.7% | +42.9% | +3.2% |
| 30D | +13.0% | -26.7% | +39.7% | +13.0% |
| 3M | +9.2% | -83.1% | +92.4% | +9.4% |
| 6M | +13.6% | -98.8% | +112.4% | +12.0% |
| YTD | +12.4% | -99.3% | +111.7% | +10.4% |
| 1Y | +21.2% | -99.4% | +120.6% | +18.8% |
| All | +9.2% | -99.9% | +109.0% | +3.0% |
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