+348.3%
FIX vs WETO
-99.4%
+447.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.1% | -8.6% | -1.6% |
| 7D | +0.7% | -19.9% | +20.5% | +0.9% |
| 30D | -5.7% | -42.7% | +37.0% | -7.6% |
| 3M | -7.4% | -97.7% | +90.3% | -7.0% |
| 6M | +15.1% | -94.4% | +109.5% | +14.0% |
| YTD | +70.7% | -97.0% | +167.7% | +69.6% |
| 1Y | +111.9% | -98.9% | +210.8% | +113.5% |
| All | +348.3% | -99.4% | +447.7% | +353.7% |
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