+12.0%
CPAY vs WETO
-99.4%
+111.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.4% | -0.1% |
| 7D | -2.0% | -4.3% | +2.4% | -2.0% |
| 30D | -0.4% | -39.9% | +39.5% | +0.3% |
| 3M | +16.4% | -97.9% | +114.2% | +22.2% |
| 6M | +23.5% | -95.0% | +118.6% | +26.2% |
| YTD | +35.7% | -97.2% | +132.8% | +39.9% |
| 1Y | +30.2% | -98.9% | +129.1% | +36.1% |
| All | +12.0% | -99.4% | +111.4% | +20.2% |
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 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