+23.0%
XYZ vs WETO
-99.4%
+122.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.5% | -0.4% |
| 7D | -5.2% | -19.9% | +14.7% | -5.3% |
| 30D | 0.0% | -42.7% | +42.7% | -0.1% |
| 3M | +18.7% | -97.7% | +116.4% | +24.9% |
| 6M | +20.5% | -94.4% | +115.0% | +21.8% |
| YTD | +21.5% | -97.0% | +118.5% | +24.1% |
| 1Y | +7.2% | -98.9% | +106.1% | +11.2% |
| All | +23.0% | -99.4% | +122.4% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling