+81.0%
C vs WETO
-99.4%
+180.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.1% | +5.9% | +0.8% |
| 7D | +2.6% | -38.7% | +41.3% | +2.7% |
| 30D | +1.9% | -51.3% | +53.2% | +1.4% |
| 3M | +2.8% | -97.8% | +100.6% | +5.7% |
| 6M | +30.6% | -94.8% | +125.3% | +29.6% |
| YTD | +19.9% | -97.2% | +117.1% | +20.3% |
| 1Y | +44.6% | -98.9% | +143.5% | +46.3% |
| All | +81.0% | -99.4% | +180.4% | +81.5% |
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