+30.1%
CPAY vs WETO
-98.9%
+129.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -20.8% | +20.0% | -0.9% |
| 7D | +2.1% | -55.4% | +57.5% | +1.6% |
| 30D | +5.5% | -48.5% | +54.0% | +6.7% |
| 3M | +16.6% | -97.5% | +114.1% | +23.3% |
| 6M | +26.7% | -94.2% | +120.9% | +29.4% |
| YTD | +38.4% | -97.0% | +135.4% | +44.5% |
| 1Y | +30.1% | -98.9% | +129.0% | +36.0% |
| All | +30.1% | -98.9% | +129.0% | +36.0% |
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 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