+58.6%
ALB vs WETO
-99.4%
+158.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.1% | -10.1% | -3.0% |
| 7D | -7.6% | -19.9% | +12.3% | -7.7% |
| 30D | -5.6% | -42.7% | +37.1% | -5.8% |
| 3M | -16.8% | -97.7% | +80.9% | -18.7% |
| 6M | -26.3% | -94.4% | +68.1% | -26.4% |
| YTD | -13.2% | -97.0% | +83.8% | -14.0% |
| 1Y | +68.8% | -98.9% | +167.7% | +67.8% |
| All | +58.6% | -99.4% | +158.0% | +63.8% |
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 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