+24.5%
D vs WETO
-99.4%
+123.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.1% | +3.4% | -1.7% |
| 7D | -0.4% | -38.7% | +38.2% | -0.6% |
| 30D | -2.1% | -51.3% | +49.2% | -1.4% |
| 3M | -0.7% | -97.8% | +97.1% | -1.5% |
| 6M | +5.6% | -94.8% | +100.3% | +6.0% |
| YTD | +14.6% | -97.2% | +111.8% | +14.8% |
| 1Y | +15.3% | -98.9% | +114.3% | +15.5% |
| All | +24.5% | -99.4% | +123.9% | +22.9% |
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