-16.1%
ADVB vs WETO
-98.9%
+82.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -5.4% | -2.0% | -7.9% |
| 7D | -12.3% | -4.3% | -8.0% | -12.6% |
| 30D | +7.8% | -39.9% | +47.7% | +25.5% |
| 3M | +104.2% | -97.9% | +202.1% | +72.8% |
| 6M | +58.1% | -95.0% | +153.1% | +44.6% |
| YTD | +40.2% | -97.2% | +137.4% | +32.3% |
| 1Y | -16.1% | -98.9% | +82.8% | -13.3% |
| All | -16.1% | -98.9% | +82.8% | -13.3% |
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