+8.8%
AS vs WETO
-99.8%
+108.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.0% | -10.4% | -2.4% |
| 7D | -3.0% | -25.4% | +22.4% | -3.2% |
| 30D | +9.6% | -36.5% | +46.0% | +9.3% |
| 3M | -8.2% | -85.6% | +77.4% | -7.5% |
| 6M | -9.9% | -98.7% | +88.8% | -8.7% |
| YTD | -16.8% | -99.2% | +82.5% | -16.2% |
| 1Y | +3.0% | -99.4% | +102.4% | +3.3% |
| All | +8.8% | -99.8% | +108.7% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling