+31.0%
F vs WETO
-98.9%
+129.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -20.8% | +22.3% | +1.3% |
| 7D | +5.3% | -55.4% | +60.8% | +4.9% |
| 30D | +4.6% | -48.5% | +53.1% | +4.1% |
| 3M | -3.7% | -97.5% | +93.8% | -4.0% |
| 6M | +16.8% | -94.2% | +111.0% | +19.4% |
| YTD | +15.3% | -97.0% | +112.3% | +14.2% |
| 1Y | +31.0% | -98.9% | +129.9% | +25.2% |
| All | +31.0% | -98.9% | +129.9% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling