+53.2%
ALB vs WETO
-99.4%
+152.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.4% | +2.0% | -3.5% |
| 7D | -6.6% | -4.3% | -2.3% | -6.6% |
| 30D | -8.1% | -39.9% | +31.8% | -8.3% |
| 3M | -25.7% | -97.9% | +72.2% | -27.4% |
| 6M | -29.5% | -95.0% | +65.6% | -29.6% |
| YTD | -16.2% | -97.2% | +80.9% | -17.0% |
| 1Y | +59.2% | -98.9% | +158.2% | +58.2% |
| All | +53.2% | -99.4% | +152.6% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling