+23.1%
D vs WETO
-99.4%
+122.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.4% | -1.1% |
| 7D | -2.2% | -4.3% | +2.1% | -2.3% |
| 30D | -4.5% | -39.9% | +35.4% | -3.6% |
| 3M | -2.5% | -97.9% | +95.4% | -3.3% |
| 6M | +5.5% | -95.0% | +100.6% | +5.9% |
| YTD | +13.3% | -97.2% | +110.4% | +13.5% |
| 1Y | +11.8% | -98.9% | +110.7% | +12.0% |
| All | +23.1% | -99.4% | +122.5% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling