+182.7%
FIVE vs WETO
-99.4%
+282.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.1% | +2.4% | -2.7% |
| 7D | +1.7% | -38.7% | +40.3% | +1.7% |
| 30D | +5.0% | -51.3% | +56.3% | +4.6% |
| 3M | +29.5% | -97.8% | +127.3% | +35.7% |
| 6M | +12.4% | -94.8% | +107.2% | +12.3% |
| YTD | +31.2% | -97.2% | +128.4% | +30.9% |
| 1Y | +72.9% | -98.9% | +171.8% | +72.1% |
| All | +182.7% | -99.4% | +282.1% | +173.0% |
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