+5.3%
EXC vs WETO
-99.4%
+104.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.1% | +4.5% | -0.6% |
| 7D | +0.3% | -38.7% | +39.0% | +0.3% |
| 30D | -0.9% | -51.3% | +50.5% | -0.6% |
| 3M | -2.7% | -97.8% | +95.2% | -4.3% |
| 6M | -9.4% | -94.8% | +85.4% | -10.0% |
| YTD | +3.0% | -97.2% | +100.2% | +2.5% |
| 1Y | +5.1% | -98.9% | +104.1% | +4.7% |
| All | +5.3% | -99.4% | +104.7% | +4.1% |
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 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