+18.2%
EW vs WETO
-99.4%
+117.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.4% | +2.7% | -2.8% |
| 7D | -6.2% | -4.3% | -1.8% | -6.2% |
| 30D | -9.3% | -39.9% | +30.6% | -9.3% |
| 3M | -1.6% | -97.9% | +96.3% | +1.3% |
| 6M | -0.8% | -95.0% | +94.2% | -0.6% |
| YTD | -1.0% | -97.2% | +96.1% | +0.3% |
| 1Y | +8.2% | -98.9% | +107.1% | +11.4% |
| All | +18.2% | -99.4% | +117.6% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling