+8.6%
ALB vs WETO
-99.3%
+107.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +11.4% | -6.1% | +5.3% |
| 7D | -2.1% | +3.6% | -5.6% | -2.0% |
| 30D | -9.0% | -17.2% | +8.2% | -9.0% |
| 3M | -21.1% | -83.7% | +62.6% | -21.6% |
| 6M | -49.9% | -98.3% | +48.4% | -50.0% |
| YTD | -32.3% | -99.0% | +66.7% | -36.2% |
| 1Y | +8.6% | -99.4% | +108.0% | -12.4% |
| All | +8.6% | -99.3% | +107.9% | -12.4% |
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