+10.1%
AR vs WETO
-99.4%
+109.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -6.9% | +0.1% |
| 7D | -1.3% | -19.9% | +18.6% | -1.3% |
| 30D | +3.5% | -42.7% | +46.2% | +2.5% |
| 3M | +9.9% | -97.7% | +107.6% | +7.9% |
| 6M | +4.5% | -94.4% | +99.0% | 0.0% |
| YTD | +13.7% | -97.0% | +110.7% | +9.7% |
| 1Y | +19.2% | -98.9% | +118.1% | +16.8% |
| All | +10.1% | -99.4% | +109.5% | +10.6% |
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