-2.4%
WM vs WETO
-99.4%
+97.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -20.8% | +19.6% | -1.3% |
| 7D | -0.3% | -55.4% | +55.1% | -0.4% |
| 30D | -2.4% | -48.5% | +46.1% | -2.1% |
| 3M | +0.4% | -97.5% | +97.9% | -1.3% |
| 6M | -9.5% | -94.2% | +84.7% | -10.2% |
| YTD | +0.5% | -97.0% | +97.5% | -1.1% |
| 1Y | -1.1% | -98.9% | +97.8% | -3.5% |
| All | -2.4% | -99.4% | +97.0% | -7.7% |
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 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