-22.2%
WY vs WETO
-99.4%
+77.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +0.3% |
| 7D | -4.2% | -4.3% | +0.1% | -4.2% |
| 30D | -10.1% | -39.9% | +29.8% | -11.5% |
| 3M | -8.5% | -97.9% | +89.4% | -12.9% |
| 6M | -3.3% | -95.0% | +91.7% | -7.5% |
| YTD | -4.4% | -97.2% | +92.8% | -8.4% |
| 1Y | -11.5% | -98.9% | +87.4% | -14.9% |
| All | -22.2% | -99.4% | +77.3% | -25.4% |
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 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