+98.5%
CGNX vs WETO
-99.4%
+197.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.4% | +9.5% | +4.2% |
| 7D | +3.2% | -4.3% | +7.5% | +3.2% |
| 30D | +6.0% | -39.9% | +45.9% | +2.4% |
| 3M | +3.5% | -97.9% | +101.4% | +2.3% |
| 6M | +26.3% | -95.0% | +121.3% | +22.5% |
| YTD | +79.2% | -97.2% | +176.4% | +75.8% |
| 1Y | +43.8% | -98.9% | +142.7% | +43.2% |
| All | +98.5% | -99.4% | +197.9% | +100.8% |
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 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