+46.2%
ARM vs WETO
-99.9%
+146.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.9% | -4.6% |
| 7D | +9.1% | -39.7% | +48.8% | +9.2% |
| 30D | -19.9% | -26.7% | +6.8% | -19.9% |
| 3M | -31.6% | -83.1% | +51.5% | -32.8% |
| 6M | -13.9% | -98.8% | +84.9% | -10.4% |
| YTD | +74.3% | -99.3% | +173.6% | +78.6% |
| 1Y | +35.8% | -99.4% | +135.2% | +38.6% |
| All | +46.2% | -99.9% | +146.0% | +46.3% |
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