+17.2%
COMP vs WETO
-93.9%
+111.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -20.8% | +21.3% | +0.3% |
| 7D | +1.4% | -55.4% | +56.8% | +0.5% |
| 30D | -13.3% | -48.5% | +35.2% | -12.1% |
| 3M | +41.1% | -97.5% | +138.6% | +48.9% |
| 6M | +17.2% | -94.2% | +111.4% | +18.0% |
| All | +17.2% | -93.9% | +111.1% | +18.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling