+73.8%
DG vs WETO
-99.4%
+173.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +1.3% |
| 7D | -6.5% | -4.3% | -2.2% | -6.5% |
| 30D | +4.2% | -39.9% | +44.1% | +5.2% |
| 3M | +9.5% | -97.9% | +107.4% | +8.4% |
| 6M | -13.1% | -95.0% | +81.9% | -10.7% |
| YTD | -4.8% | -97.2% | +92.3% | -4.1% |
| 1Y | +20.6% | -98.9% | +119.5% | +16.6% |
| All | +73.8% | -99.4% | +173.2% | +65.2% |
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 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