+376.5%
FIX vs WETO
-99.4%
+475.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -5.4% | +11.7% | +6.4% |
| 7D | +5.0% | -4.3% | +9.3% | +5.1% |
| 30D | -2.7% | -39.9% | +37.2% | -4.7% |
| 3M | -8.2% | -97.9% | +89.7% | -7.8% |
| 6M | +20.3% | -95.0% | +115.3% | +19.2% |
| YTD | +81.4% | -97.2% | +178.6% | +80.4% |
| 1Y | +121.5% | -98.9% | +220.4% | +123.2% |
| All | +376.5% | -99.4% | +475.9% | +382.6% |
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