+50.9%
BP vs WETO
-99.4%
+150.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.5% | +0.1% |
| 7D | +5.2% | -4.3% | +9.5% | +5.3% |
| 30D | +8.7% | -39.9% | +48.6% | +7.5% |
| 3M | +9.3% | -97.9% | +107.2% | +8.2% |
| 6M | +13.6% | -95.0% | +108.6% | +11.0% |
| YTD | +37.7% | -97.2% | +134.8% | +34.7% |
| 1Y | +40.6% | -98.9% | +139.5% | +38.2% |
| All | +50.9% | -99.4% | +150.3% | +45.7% |
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