+13.7%
WSM vs WETO
-98.9%
+112.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -20.8% | +22.9% | +2.0% |
| 7D | -3.3% | -55.4% | +52.2% | -3.7% |
| 30D | -8.4% | -48.5% | +40.1% | -7.6% |
| 3M | +9.7% | -97.5% | +107.2% | +13.0% |
| 6M | +16.7% | -94.2% | +110.9% | +18.5% |
| YTD | +28.7% | -97.0% | +125.7% | +30.8% |
| 1Y | +13.7% | -98.9% | +112.6% | +7.4% |
| All | +13.7% | -98.9% | +112.5% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling