+24.4%
D vs WETO
-99.4%
+123.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.1% | -0.1% |
| 7D | -1.6% | -19.9% | +18.3% | -1.7% |
| 30D | -3.5% | -42.7% | +39.2% | -2.7% |
| 3M | -1.6% | -97.7% | +96.1% | -2.3% |
| 6M | +5.8% | -94.4% | +100.2% | +6.2% |
| YTD | +14.5% | -97.0% | +111.5% | +14.7% |
| 1Y | +14.2% | -98.9% | +113.0% | +14.3% |
| All | +24.4% | -99.4% | +123.8% | +22.8% |
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