-37.0%
CAPR vs WETO
-99.4%
+62.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.6% |
| 7D | -9.5% | -57.2% | +47.7% | -3.9% |
| 30D | +121.5% | -48.8% | +170.3% | +87.9% |
| 3M | -65.4% | -97.7% | +32.3% | -63.6% |
| 6M | -67.5% | -94.3% | +26.8% | -67.5% |
| YTD | -68.6% | -97.0% | +28.4% | -67.2% |
| 1Y | +42.7% | -98.9% | +141.6% | +52.8% |
| All | -37.0% | -99.4% | +62.4% | -35.8% |
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 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