+56.3%
WST vs WETO
-99.4%
+155.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +0.6% |
| 7D | +1.8% | -4.3% | +6.2% | +1.8% |
| 30D | -1.7% | -39.9% | +38.2% | -2.1% |
| 3M | +4.9% | -97.9% | +102.8% | +5.5% |
| 6M | +45.5% | -95.0% | +140.6% | +45.4% |
| YTD | +26.1% | -97.2% | +123.3% | +25.0% |
| 1Y | +31.7% | -98.9% | +130.6% | +28.2% |
| All | +56.3% | -99.4% | +155.7% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling