+58.7%
BB vs WETO
-99.4%
+158.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.1% | -9.8% | -2.7% |
| 7D | -2.1% | -19.9% | +17.8% | -2.1% |
| 30D | -16.0% | -42.7% | +26.6% | -16.8% |
| 3M | -14.5% | -97.7% | +83.2% | -11.8% |
| 6M | +118.6% | -94.4% | +213.0% | +123.5% |
| YTD | +98.9% | -97.0% | +195.9% | +101.9% |
| 1Y | +99.5% | -98.9% | +198.3% | +98.9% |
| All | +58.7% | -99.4% | +158.1% | +58.4% |
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