-25.3%
AS vs WETO
-98.9%
+73.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.1% | -8.4% | -1.2% |
| 7D | -3.9% | -19.9% | +16.0% | -4.0% |
| 30D | -19.0% | -42.7% | +23.6% | -18.0% |
| 3M | -18.8% | -97.7% | +78.9% | -17.6% |
| 6M | -21.0% | -94.4% | +73.4% | -18.9% |
| YTD | -26.6% | -97.0% | +70.4% | -24.7% |
| 1Y | -25.3% | -98.9% | +73.5% | -20.5% |
| All | -25.3% | -98.9% | +73.6% | -20.5% |
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