+316.4%
ALM vs WETO
-98.9%
+415.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -20.8% | +19.3% | -1.1% |
| 7D | -2.6% | -55.4% | +52.8% | -1.3% |
| 30D | +32.0% | -48.5% | +80.5% | +29.9% |
| 3M | -15.0% | -97.5% | +82.5% | -7.0% |
| 6M | -10.1% | -94.2% | +84.1% | -8.8% |
| YTD | +99.4% | -97.0% | +196.5% | +122.9% |
| 1Y | +316.4% | -98.9% | +415.3% | +449.2% |
| All | +316.4% | -98.9% | +415.2% | +449.2% |
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