+27.0%
ET vs WETO
-99.4%
+126.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.8% |
| 7D | +0.2% | -4.3% | +4.5% | +0.2% |
| 30D | +2.9% | -39.9% | +42.8% | +2.6% |
| 3M | +16.8% | -97.9% | +114.7% | +15.2% |
| 6M | +18.9% | -95.0% | +113.9% | +17.2% |
| YTD | +37.7% | -97.2% | +134.9% | +35.4% |
| 1Y | +32.4% | -98.9% | +131.4% | +29.8% |
| All | +27.0% | -99.4% | +126.4% | +23.6% |
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