+95.0%
ARM vs WETO
-99.4%
+194.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +7.1% | -10.9% | -3.8% |
| 7D | +4.8% | -19.9% | +24.7% | +4.8% |
| 30D | -5.5% | -42.7% | +37.2% | -6.9% |
| 3M | -17.3% | -97.7% | +80.4% | -11.5% |
| 6M | +110.9% | -94.4% | +205.3% | +119.0% |
| YTD | +132.5% | -97.0% | +229.5% | +138.0% |
| 1Y | +64.9% | -98.9% | +163.8% | +63.6% |
| All | +95.0% | -99.4% | +194.4% | +94.9% |
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