+47.6%
COP vs WETO
-99.4%
+147.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.1% | -6.7% | +0.3% |
| 7D | +1.0% | -19.9% | +20.8% | +1.1% |
| 30D | +9.6% | -42.7% | +52.2% | +8.4% |
| 3M | +15.0% | -97.7% | +112.8% | +14.5% |
| 6M | +21.8% | -94.4% | +116.2% | +18.6% |
| YTD | +49.6% | -97.0% | +146.6% | +47.3% |
| 1Y | +49.9% | -98.9% | +148.7% | +49.5% |
| All | +47.6% | -99.4% | +147.0% | +53.7% |
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