-14.1%
CG vs WETO
-99.3%
+85.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +11.4% | -6.9% | +4.6% |
| 7D | +9.4% | +3.6% | +5.9% | +9.5% |
| 30D | +8.7% | -17.2% | +26.0% | +8.7% |
| 3M | -15.0% | -83.7% | +68.7% | -14.8% |
| 6M | -13.2% | -98.3% | +85.1% | -13.6% |
| YTD | -26.2% | -99.0% | +72.8% | -25.1% |
| 1Y | -14.1% | -99.4% | +85.3% | -13.2% |
| All | -14.1% | -99.3% | +85.2% | -13.2% |
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