-21.9%
AS vs WETO
-98.9%
+77.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -20.8% | +24.4% | +3.4% |
| 7D | -4.9% | -55.4% | +50.5% | -5.3% |
| 30D | -19.6% | -48.5% | +28.9% | -18.7% |
| 3M | -14.4% | -97.5% | +83.1% | -13.1% |
| 6M | -20.1% | -94.2% | +74.1% | -18.0% |
| YTD | -20.9% | -97.0% | +76.1% | -18.9% |
| 1Y | -21.9% | -98.9% | +77.0% | -12.7% |
| All | -21.9% | -98.9% | +77.0% | -12.7% |
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