+21.4%
CB vs WETO
-99.4%
+120.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.1% | +5.4% | +0.3% |
| 7D | -0.5% | -38.7% | +38.1% | -0.4% |
| 30D | -3.1% | -51.3% | +48.2% | -3.3% |
| 3M | +4.2% | -97.8% | +102.0% | +5.1% |
| 6M | +4.7% | -94.8% | +99.5% | +5.1% |
| YTD | +8.8% | -97.2% | +106.0% | +10.2% |
| 1Y | +22.6% | -98.9% | +121.6% | +25.7% |
| All | +21.4% | -99.4% | +120.8% | +23.5% |
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