+41.5%
ESI vs WETO
-98.9%
+140.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -20.8% | +23.8% | +3.1% |
| 7D | +3.3% | -55.4% | +58.7% | +4.0% |
| 30D | -5.9% | -48.5% | +42.6% | -7.7% |
| 3M | -14.1% | -97.5% | +83.4% | -11.5% |
| 6M | +6.6% | -94.2% | +100.8% | +4.7% |
| YTD | +45.0% | -97.0% | +142.1% | +46.8% |
| 1Y | +41.5% | -98.9% | +140.4% | +50.0% |
| All | +41.5% | -98.9% | +140.3% | +50.0% |
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