+23.1%
DLR vs WETO
-99.4%
+122.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.1% | -9.0% | -1.9% |
| 7D | -1.3% | -19.9% | +18.6% | -1.3% |
| 30D | -2.9% | -42.7% | +39.8% | -2.3% |
| 3M | +3.2% | -97.7% | +100.9% | +6.4% |
| 6M | +3.9% | -94.4% | +98.3% | +5.9% |
| YTD | +21.4% | -97.0% | +118.4% | +24.3% |
| 1Y | +9.7% | -98.9% | +108.5% | +13.5% |
| All | +23.1% | -99.4% | +122.5% | +26.9% |
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