+13.4%
AUR vs WETO
-98.9%
+112.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -20.8% | +21.1% | +0.3% |
| 7D | +8.7% | -55.4% | +64.2% | +8.7% |
| 30D | -5.2% | -48.5% | +43.3% | -7.6% |
| 3M | -7.3% | -97.5% | +90.2% | -8.1% |
| 6M | +41.2% | -94.2% | +135.4% | +28.3% |
| YTD | +65.1% | -97.0% | +162.1% | +57.5% |
| 1Y | +13.4% | -98.9% | +112.3% | +20.0% |
| All | +13.4% | -98.9% | +112.3% | +20.0% |
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