-29.2%
BAX vs WETO
-99.4%
+70.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.1% | +3.2% | -2.0% |
| 7D | -5.1% | -38.7% | +33.6% | -5.7% |
| 30D | -12.2% | -51.3% | +39.1% | -10.7% |
| 3M | +21.8% | -97.8% | +119.6% | +25.4% |
| 6M | +36.3% | -94.8% | +131.1% | +40.3% |
| YTD | +27.8% | -97.2% | +125.0% | +31.6% |
| 1Y | -0.1% | -98.9% | +98.9% | +2.1% |
| All | -29.2% | -99.4% | +70.3% | -27.0% |
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 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