-2.8%
AS vs WETO
-99.4%
+96.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.1% | +1.9% | -3.2% |
| 7D | -2.8% | -38.7% | +35.9% | -3.1% |
| 30D | -23.2% | -51.3% | +28.1% | -22.1% |
| 3M | -20.1% | -97.8% | +77.7% | -19.8% |
| 6M | -18.5% | -94.8% | +76.2% | -16.1% |
| YTD | -25.6% | -97.2% | +71.5% | -24.6% |
| 1Y | -24.4% | -98.9% | +74.6% | -24.8% |
| All | -2.8% | -99.4% | +96.6% | -9.3% |
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