+18.5%
ES vs WETO
-99.4%
+117.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.1% | -9.1% | -2.0% |
| 7D | -3.5% | -19.9% | +16.4% | -3.6% |
| 30D | -3.0% | -42.7% | +39.7% | -1.2% |
| 3M | -0.3% | -97.7% | +97.4% | -0.1% |
| 6M | -5.2% | -94.4% | +89.3% | -2.8% |
| YTD | +4.8% | -97.0% | +101.8% | +7.5% |
| 1Y | +12.7% | -98.9% | +111.6% | +15.2% |
| All | +18.5% | -99.4% | +117.8% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling