+213.8%
FIX vs WETO
-99.9%
+313.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.3% |
| 7D | +9.4% | -39.7% | +49.1% | +10.0% |
| 30D | -27.8% | -26.7% | -1.1% | -27.7% |
| 3M | -35.6% | -83.1% | +47.6% | -36.1% |
| 6M | -45.2% | -98.8% | +53.6% | -44.5% |
| YTD | +19.5% | -99.3% | +118.8% | +20.4% |
| 1Y | +24.2% | -99.4% | +123.6% | +25.4% |
| All | +213.8% | -99.9% | +313.6% | +222.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling