-41.8%
CAPR vs WETO
-99.4%
+57.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.3% | +1.3% |
| 7D | -11.0% | -4.3% | -6.6% | -10.7% |
| 30D | +99.8% | -39.9% | +139.7% | +68.5% |
| 3M | -66.6% | -97.9% | +31.3% | -64.7% |
| 6M | -75.1% | -95.0% | +20.0% | -74.8% |
| YTD | -71.0% | -97.2% | +26.2% | -69.7% |
| 1Y | +30.0% | -98.9% | +128.9% | +39.7% |
| All | -41.8% | -99.4% | +57.6% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling