+94.5%
EME vs WETO
-99.4%
+193.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.4% | +9.7% | +4.3% |
| 7D | +3.5% | -4.3% | +7.8% | +3.5% |
| 30D | -6.3% | -39.9% | +33.6% | -6.4% |
| 3M | -3.8% | -97.9% | +94.1% | -1.7% |
| 6M | +8.5% | -95.0% | +103.5% | +9.6% |
| YTD | +27.8% | -97.2% | +125.0% | +29.8% |
| 1Y | +22.2% | -98.9% | +121.1% | +24.7% |
| All | +94.5% | -99.4% | +193.9% | +99.6% |
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