+47.2%
CAPR vs WETO
-99.3%
+146.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +11.4% | -3.1% | +7.2% |
| 7D | +43.2% | +3.6% | +39.6% | +42.4% |
| 30D | +14.7% | -17.2% | +31.9% | +15.6% |
| 3M | +113.9% | -83.7% | +197.6% | +92.8% |
| 6M | -73.4% | -98.3% | +24.9% | -68.6% |
| YTD | -69.1% | -99.0% | +29.9% | -43.8% |
| 1Y | +47.2% | -99.4% | +146.6% | +616.9% |
| All | +47.2% | -99.3% | +146.5% | +616.9% |
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