+436.7%
AMD vs WETO
-99.9%
+536.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.7% | -6.0% | -8.7% |
| 7D | +18.9% | -39.7% | +58.6% | +19.4% |
| 30D | -6.4% | -26.7% | +20.3% | -6.4% |
| 3M | +10.6% | -83.1% | +93.7% | +8.8% |
| 6M | +19.9% | -98.8% | +118.7% | +23.0% |
| YTD | +149.4% | -99.3% | +248.7% | +157.2% |
| 1Y | +115.4% | -99.4% | +214.8% | +123.8% |
| All | +436.7% | -99.9% | +536.5% | +464.5% |
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