+34.6%
ALL vs WETO
-99.4%
+134.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +0.7% |
| 7D | -2.3% | -4.3% | +2.1% | -2.3% |
| 30D | -0.4% | -39.9% | +39.5% | -0.3% |
| 3M | +16.0% | -97.9% | +113.9% | +15.6% |
| 6M | +24.6% | -95.0% | +119.6% | +23.6% |
| YTD | +23.7% | -97.2% | +120.8% | +23.3% |
| 1Y | +27.7% | -98.9% | +126.6% | +28.7% |
| All | +34.6% | -99.4% | +134.0% | +35.9% |
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