-7.6%
CG vs WETO
-99.4%
+91.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.1% | -9.4% | -2.3% |
| 7D | -9.8% | -19.9% | +10.1% | -9.9% |
| 30D | -10.3% | -42.7% | +32.4% | -10.0% |
| 3M | -1.7% | -97.7% | +96.1% | 0.0% |
| 6M | -9.8% | -94.4% | +84.6% | -10.6% |
| YTD | -25.6% | -97.0% | +71.4% | -25.4% |
| 1Y | -32.5% | -98.9% | +66.3% | -31.4% |
| All | -7.6% | -99.4% | +91.8% | -6.0% |
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