+44.6%
COP vs WETO
-98.9%
+143.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -20.8% | +19.7% | -0.9% |
| 7D | +3.0% | -55.4% | +58.4% | +3.5% |
| 30D | +17.5% | -48.5% | +66.0% | +16.5% |
| 3M | +13.4% | -97.5% | +110.9% | +12.1% |
| 6M | +17.7% | -94.2% | +111.9% | +13.7% |
| YTD | +46.6% | -97.0% | +143.6% | +43.7% |
| 1Y | +44.6% | -98.9% | +143.5% | +39.5% |
| All | +44.6% | -98.9% | +143.5% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling