-1.3%
BA vs WETO
-99.9%
+98.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | 0.0% |
| 7D | -1.1% | -39.7% | +38.6% | -1.3% |
| 30D | -7.1% | -26.7% | +19.6% | -7.2% |
| 3M | -25.5% | -83.1% | +57.6% | -25.6% |
| 6M | -28.7% | -98.8% | +70.1% | -28.3% |
| YTD | -21.0% | -99.3% | +78.3% | -19.6% |
| 1Y | -11.9% | -99.4% | +87.5% | -9.6% |
| All | -1.3% | -99.9% | +98.5% | +1.9% |
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