-2.6%
APP vs WETO
-99.4%
+96.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | +0.1% | -57.2% | +57.3% | -0.3% |
| 30D | -10.0% | -48.8% | +38.8% | -9.9% |
| 3M | -44.6% | -97.7% | +53.0% | -42.4% |
| 6M | -37.9% | -94.3% | +56.4% | -36.5% |
| YTD | -53.7% | -97.0% | +43.3% | -52.3% |
| 1Y | -43.0% | -98.9% | +55.9% | -39.6% |
| All | -2.6% | -99.4% | +96.7% | +4.0% |
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 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