-0.5%
CMS vs WETO
-99.4%
+98.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +1.2% | -57.2% | +58.5% | +1.1% |
| 30D | -3.2% | -48.8% | +45.6% | -2.9% |
| 3M | -2.2% | -97.7% | +95.5% | -3.3% |
| 6M | -9.4% | -94.3% | +84.9% | -10.1% |
| YTD | +0.7% | -97.0% | +97.7% | -0.1% |
| 1Y | +0.4% | -98.9% | +99.3% | -0.2% |
| All | -0.5% | -99.4% | +98.9% | -2.4% |
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