+45.5%
WST vs WETO
-94.8%
+140.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -2.2% |
| 3M | +4.9% | -97.9% | +102.8% | +7.2% |
| 6M | +45.5% | -95.0% | +140.6% | +45.8% |
| All | +45.5% | -94.8% | +140.3% | +45.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling