+42.1%
ETSY vs WETO
-99.4%
+141.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.4% | +7.1% | +1.6% |
| 7D | -4.9% | -4.3% | -0.6% | -4.9% |
| 30D | -8.6% | -39.9% | +31.3% | -7.9% |
| 3M | +4.8% | -97.9% | +102.7% | +10.0% |
| 6M | +38.1% | -95.0% | +133.1% | +40.8% |
| YTD | +31.2% | -97.2% | +128.4% | +34.1% |
| 1Y | +22.1% | -98.9% | +121.0% | +24.6% |
| All | +42.1% | -99.4% | +141.5% | +39.8% |
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