+160.2%
B vs WETO
-99.4%
+259.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.1% | +6.2% | +1.1% |
| 7D | +1.0% | -38.7% | +39.7% | +0.7% |
| 30D | +9.5% | -51.3% | +60.8% | +11.3% |
| 3M | +14.3% | -97.8% | +112.2% | +12.8% |
| 6M | -1.9% | -94.8% | +92.9% | +2.0% |
| YTD | +4.1% | -97.2% | +101.3% | +5.7% |
| 1Y | +56.1% | -98.9% | +155.1% | +53.3% |
| All | +160.2% | -99.4% | +259.6% | +137.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling