+8.5%
ADVB vs WETO
-98.9%
+107.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -20.8% | +20.1% | -2.3% |
| 7D | -3.8% | -55.4% | +51.7% | -9.2% |
| 30D | +17.6% | -48.5% | +66.1% | +33.9% |
| 3M | +119.1% | -97.5% | +216.6% | +88.0% |
| 6M | +103.4% | -94.2% | +197.6% | +86.2% |
| YTD | +59.8% | -97.0% | +156.9% | +51.7% |
| 1Y | +8.5% | -98.9% | +107.5% | +14.7% |
| All | +8.5% | -98.9% | +107.4% | +14.7% |
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 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