+61.5%
BB vs WETO
-99.4%
+160.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.2% | +1.7% |
| 7D | -0.4% | -4.3% | +3.9% | -0.4% |
| 30D | -12.5% | -39.9% | +27.4% | -13.5% |
| 3M | -17.4% | -97.9% | +80.5% | -14.8% |
| 6M | +119.1% | -95.0% | +214.2% | +124.1% |
| YTD | +102.4% | -97.2% | +199.5% | +105.4% |
| 1Y | +98.2% | -98.9% | +197.1% | +97.7% |
| All | +61.5% | -99.4% | +160.9% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling