+71.6%
DG vs WETO
-99.4%
+171.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.1% | -8.3% | -1.2% |
| 7D | -6.3% | -19.9% | +13.6% | -6.4% |
| 30D | +2.4% | -42.7% | +45.1% | +3.4% |
| 3M | +12.4% | -97.7% | +110.1% | +11.4% |
| 6M | -14.9% | -94.4% | +79.5% | -12.3% |
| YTD | -6.1% | -97.0% | +90.9% | -5.3% |
| 1Y | +17.9% | -98.9% | +116.7% | +14.0% |
| All | +71.6% | -99.4% | +171.0% | +63.1% |
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