-88.4%
ADVB vs WETO
-99.3%
+11.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.1% | -0.2% | -5.7% |
| 7D | -13.0% | -38.7% | +25.7% | -15.9% |
| 30D | +7.5% | -51.3% | +58.8% | +20.5% |
| 3M | +129.1% | -97.8% | +226.9% | +116.6% |
| 6M | +71.7% | -94.8% | +166.5% | +70.9% |
| YTD | +45.5% | -97.2% | +142.7% | +44.7% |
| 1Y | -2.7% | -98.9% | +96.2% | -3.8% |
| All | -88.4% | -99.3% | +11.0% | -88.8% |
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 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