+19.3%
ARM vs WETO
-99.3%
+118.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +11.4% | -16.7% | -5.3% |
| 7D | -18.7% | +3.6% | -22.3% | -18.7% |
| 30D | -36.7% | -17.2% | -19.4% | -36.7% |
| 3M | -31.6% | -83.7% | +52.1% | -32.8% |
| 6M | -5.6% | -98.3% | +92.6% | -0.1% |
| YTD | +75.5% | -99.0% | +174.5% | +85.3% |
| 1Y | +19.3% | -99.4% | +118.7% | +29.4% |
| All | +19.3% | -99.3% | +118.6% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling