+176.0%
FIVE vs WETO
-99.4%
+275.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.1% | -9.4% | -2.4% |
| 7D | +0.6% | -19.9% | +20.4% | +0.6% |
| 30D | +3.0% | -42.7% | +45.7% | +2.6% |
| 3M | +23.2% | -97.7% | +120.9% | +29.2% |
| 6M | +9.2% | -94.4% | +103.6% | +9.0% |
| YTD | +28.1% | -97.0% | +125.1% | +27.8% |
| 1Y | +65.3% | -98.9% | +164.1% | +64.5% |
| All | +176.0% | -99.4% | +275.4% | +166.5% |
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