+179.8%
FIVE vs WETO
-99.4%
+279.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.4% | +6.8% | +1.4% |
| 7D | -3.0% | -4.3% | +1.3% | -3.0% |
| 30D | +2.7% | -39.9% | +42.6% | +2.2% |
| 3M | +21.1% | -97.9% | +119.0% | +27.1% |
| 6M | +11.9% | -95.0% | +107.0% | +11.8% |
| YTD | +29.9% | -97.2% | +127.0% | +29.6% |
| 1Y | +67.8% | -98.9% | +166.7% | +67.1% |
| All | +179.8% | -99.4% | +279.2% | +170.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling