+12.2%
ED vs WETO
-99.4%
+111.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.8% | -0.7% |
| 7D | -1.9% | -19.9% | +18.0% | -1.9% |
| 30D | +0.1% | -42.7% | +42.8% | +0.6% |
| 3M | 0.0% | -97.7% | +97.7% | -1.0% |
| 6M | -2.5% | -94.4% | +91.9% | -2.5% |
| YTD | +10.1% | -97.0% | +107.1% | +10.2% |
| 1Y | +13.6% | -98.9% | +112.4% | +14.0% |
| All | +12.2% | -99.4% | +111.6% | +11.7% |
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