+442.1%
ALM vs WETO
-99.4%
+541.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.4% | -1.1% | -6.4% |
| 7D | -11.8% | -4.3% | -7.5% | -11.8% |
| 30D | +7.8% | -39.9% | +47.7% | +6.9% |
| 3M | -9.3% | -97.9% | +88.6% | -4.3% |
| 6M | -30.5% | -95.0% | +64.6% | -27.6% |
| YTD | +75.8% | -97.2% | +173.0% | +82.9% |
| 1Y | +241.2% | -98.9% | +340.1% | +249.6% |
| All | +442.1% | -99.4% | +541.5% | +476.4% |
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 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