+58.2%
CAPR vs WETO
-98.9%
+157.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -20.8% | +22.1% | +3.1% |
| 7D | -2.0% | -55.4% | +53.4% | +4.1% |
| 30D | +139.2% | -48.5% | +187.7% | +99.2% |
| 3M | -66.4% | -97.5% | +31.1% | -61.3% |
| 6M | -63.1% | -94.2% | +31.1% | -63.3% |
| YTD | -67.4% | -97.0% | +29.6% | -56.2% |
| 1Y | +58.2% | -98.9% | +157.2% | +245.6% |
| All | +58.2% | -98.9% | +157.1% | +245.6% |
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