-8.7%
AS vs WETO
-98.8%
+90.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.8% |
| 7D | -4.9% | -39.7% | +34.8% | -5.0% |
| 30D | +3.9% | -26.7% | +30.6% | +3.8% |
| 3M | -9.6% | -83.1% | +73.5% | -9.0% |
| 6M | -8.7% | -98.8% | +90.1% | -6.6% |
| All | -8.7% | -98.8% | +90.2% | -6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling