+60.8%
F vs WETO
-99.4%
+160.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.1% | -3.9% | +3.2% |
| 7D | -3.7% | -19.9% | +16.2% | -3.8% |
| 30D | -0.7% | -42.7% | +42.0% | -1.3% |
| 3M | -1.9% | -97.7% | +95.8% | -1.4% |
| 6M | +16.1% | -94.4% | +110.5% | +16.5% |
| YTD | +9.5% | -97.0% | +106.5% | +10.2% |
| 1Y | +27.2% | -98.9% | +126.1% | +29.0% |
| All | +60.8% | -99.4% | +160.2% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling