+59.5%
AGI vs WETO
-99.4%
+158.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.4% | +6.1% | +0.7% |
| 7D | -2.7% | -4.3% | +1.6% | -2.8% |
| 30D | +7.2% | -39.9% | +47.1% | +9.0% |
| 3M | +4.3% | -97.9% | +102.2% | +1.6% |
| 6M | -27.1% | -95.0% | +67.9% | -26.1% |
| YTD | -6.6% | -97.2% | +90.6% | -6.4% |
| 1Y | +9.5% | -98.9% | +108.4% | +7.6% |
| All | +59.5% | -99.4% | +158.9% | +44.6% |
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