+1.8%
EXE vs WETO
-99.4%
+101.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.3% | -2.1% |
| 7D | -3.1% | -4.3% | +1.2% | -3.1% |
| 30D | -0.9% | -39.9% | +39.0% | -1.4% |
| 3M | +9.6% | -97.9% | +107.5% | +7.9% |
| 6M | -11.6% | -95.0% | +83.4% | -14.7% |
| YTD | -12.6% | -97.2% | +84.6% | -15.0% |
| 1Y | +1.2% | -98.9% | +100.1% | -0.7% |
| All | +1.8% | -99.4% | +101.2% | -1.6% |
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