+541.5%
ALM vs WETO
-99.4%
+640.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.1% | +1.0% | -4.0% |
| 7D | +3.6% | -38.7% | +42.3% | +4.4% |
| 30D | +33.8% | -51.3% | +85.1% | +32.5% |
| 3M | +14.8% | -97.8% | +112.6% | +21.0% |
| 6M | -7.0% | -94.8% | +87.8% | -3.2% |
| YTD | +108.1% | -97.2% | +205.3% | +116.6% |
| 1Y | +313.8% | -98.9% | +412.7% | +323.9% |
| All | +541.5% | -99.4% | +640.9% | +582.3% |
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