+103.2%
ARM vs WETO
-99.4%
+202.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.4% | +9.6% | +4.2% |
| 7D | +5.0% | -4.3% | +9.4% | +5.0% |
| 30D | -2.6% | -39.9% | +37.3% | -4.2% |
| 3M | -22.6% | -97.9% | +75.3% | -17.1% |
| 6M | +120.5% | -95.0% | +215.5% | +128.8% |
| YTD | +142.2% | -97.2% | +239.4% | +148.0% |
| 1Y | +71.2% | -98.9% | +170.1% | +69.9% |
| All | +103.2% | -99.4% | +202.6% | +103.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling