+23.4%
COMP vs WETO
-99.4%
+122.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -20.8% | +21.3% | +0.4% |
| 7D | +1.4% | -55.4% | +56.8% | +0.8% |
| 30D | -13.3% | -48.5% | +35.2% | -12.9% |
| 3M | +41.1% | -97.5% | +138.6% | +48.2% |
| 6M | +17.2% | -94.2% | +111.4% | +17.6% |
| YTD | +5.2% | -97.0% | +102.2% | +7.8% |
| 1Y | +18.9% | -98.9% | +117.8% | +26.0% |
| All | +23.4% | -99.4% | +122.8% | +40.3% |
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