+48.0%
COP vs WETO
-99.4%
+147.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.7% | +0.3% |
| 7D | +2.3% | -4.3% | +6.6% | +2.3% |
| 30D | +8.6% | -39.9% | +48.5% | +7.4% |
| 3M | +19.9% | -97.9% | +117.8% | +19.4% |
| 6M | +19.0% | -95.0% | +114.1% | +16.2% |
| YTD | +50.0% | -97.2% | +147.1% | +47.7% |
| 1Y | +50.5% | -98.9% | +149.4% | +50.2% |
| All | +48.0% | -99.4% | +147.4% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling