+4.2%
BOXX vs WETO
-99.2%
+103.3%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +20.4% | -20.3% | +0.1% |
| 7D | +0.2% | +36.5% | -36.3% | +0.2% |
| 30D | +0.4% | -14.4% | +14.8% | +0.4% |
| 3M | +1.1% | -82.5% | +83.6% | +1.1% |
| 6M | +2.1% | -97.9% | +99.9% | +2.1% |
| YTD | +3.4% | -98.8% | +102.2% | +3.4% |
| 1Y | +4.2% | -99.1% | +103.3% | +4.2% |
| All | +4.2% | -99.2% | +103.3% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling