+34.4%
ESI vs WETO
-99.4%
+133.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.1% | -11.6% | -4.6% |
| 7D | -2.3% | -19.9% | +17.6% | -2.1% |
| 30D | -9.0% | -42.7% | +33.6% | -11.0% |
| 3M | -13.3% | -97.7% | +84.5% | -11.7% |
| 6M | +5.3% | -94.4% | +99.7% | +3.4% |
| YTD | +37.6% | -97.0% | +134.6% | +36.8% |
| 1Y | +33.6% | -98.9% | +132.5% | +34.7% |
| All | +34.4% | -99.4% | +133.7% | +35.2% |
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