+23.7%
DVA vs WETO
-99.4%
+123.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.1% |
| 7D | -1.3% | -4.3% | +3.0% | -1.3% |
| 30D | 0.0% | -39.9% | +39.9% | -0.5% |
| 3M | -10.9% | -97.9% | +87.0% | -11.1% |
| 6M | +17.3% | -95.0% | +112.3% | +17.4% |
| YTD | +59.8% | -97.2% | +157.0% | +59.9% |
| 1Y | +36.3% | -98.9% | +135.2% | +35.6% |
| All | +23.7% | -99.4% | +123.1% | +24.6% |
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