+37.8%
WST vs WETO
-98.9%
+136.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -20.8% | +20.0% | -0.7% |
| 7D | +0.7% | -55.4% | +56.2% | +0.9% |
| 30D | -3.1% | -48.5% | +45.3% | -3.8% |
| 3M | +7.2% | -97.5% | +104.7% | +9.1% |
| 6M | +36.8% | -94.2% | +131.0% | +35.3% |
| YTD | +23.8% | -97.0% | +120.9% | +21.7% |
| 1Y | +37.8% | -98.9% | +136.7% | +29.9% |
| All | +37.8% | -98.9% | +136.7% | +29.9% |
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