-25.6%
EFX vs WETO
-98.9%
+73.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -20.8% | +14.4% | -6.6% |
| 7D | -8.6% | -55.4% | +46.8% | -9.3% |
| 30D | +0.1% | -48.5% | +48.6% | +1.6% |
| 3M | +3.8% | -97.5% | +101.3% | +6.0% |
| 6M | -13.5% | -94.2% | +80.7% | -10.6% |
| YTD | -17.7% | -97.0% | +79.4% | -16.2% |
| 1Y | -25.6% | -98.9% | +73.3% | -24.8% |
| All | -25.6% | -98.9% | +73.3% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling