-9.2%
CG vs WETO
-99.4%
+90.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | -1.7% |
| 7D | -9.9% | -4.3% | -5.5% | -9.9% |
| 30D | -11.7% | -39.9% | +28.2% | -11.4% |
| 3M | -4.3% | -97.9% | +93.6% | -2.7% |
| 6M | -8.8% | -95.0% | +86.3% | -9.5% |
| YTD | -26.9% | -97.2% | +70.3% | -26.7% |
| 1Y | -35.4% | -98.9% | +63.5% | -34.4% |
| All | -9.2% | -99.4% | +90.2% | -7.7% |
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