+82.4%
C vs WETO
-99.4%
+181.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.7% | +0.2% |
| 7D | +0.8% | -4.3% | +5.1% | +0.8% |
| 30D | +0.9% | -39.9% | +40.8% | +0.2% |
| 3M | +1.1% | -97.9% | +99.0% | +4.0% |
| 6M | +28.4% | -95.0% | +123.4% | +27.7% |
| YTD | +20.8% | -97.2% | +117.9% | +21.2% |
| 1Y | +43.4% | -98.9% | +142.4% | +45.1% |
| All | +82.4% | -99.4% | +181.8% | +82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling