+406.1%
AMD vs WETO
-99.4%
+505.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.1% | -10.4% | -3.4% |
| 7D | +10.4% | -19.9% | +30.3% | +10.6% |
| 30D | +6.2% | -42.7% | +48.8% | +3.7% |
| 3M | +11.3% | -97.7% | +109.0% | +17.9% |
| 6M | +147.8% | -94.4% | +242.2% | +146.6% |
| YTD | +135.2% | -97.0% | +232.1% | +140.1% |
| 1Y | +215.7% | -98.9% | +314.5% | +232.0% |
| All | +406.1% | -99.4% | +505.5% | +427.0% |
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