-31.4%
CMG vs WETO
-99.4%
+68.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.2% |
| 7D | -2.1% | -4.3% | +2.3% | -2.1% |
| 30D | +10.9% | -39.9% | +50.8% | +10.1% |
| 3M | +15.8% | -97.9% | +113.7% | +21.9% |
| 6M | +6.9% | -95.0% | +102.0% | +8.1% |
| YTD | -2.2% | -97.2% | +95.0% | -0.5% |
| 1Y | -7.1% | -98.9% | +91.8% | -4.9% |
| All | -31.4% | -99.4% | +68.0% | -27.7% |
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 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