+154.9%
B vs WETO
-99.4%
+254.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +0.5% |
| 7D | -2.4% | -4.3% | +1.9% | -2.4% |
| 30D | +6.3% | -39.9% | +46.3% | +8.5% |
| 3M | +12.1% | -97.9% | +110.0% | +10.5% |
| 6M | -3.1% | -95.0% | +91.9% | +0.4% |
| YTD | +2.0% | -97.2% | +99.1% | +3.5% |
| 1Y | +51.7% | -98.9% | +150.6% | +49.1% |
| All | +154.9% | -99.4% | +254.3% | +132.8% |
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