+62.3%
GE vs WETO
-99.4%
+161.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.4% | -0.4% |
| 7D | -2.8% | -19.9% | +17.1% | -2.7% |
| 30D | -11.9% | -42.7% | +30.7% | -12.3% |
| 3M | +1.8% | -97.7% | +99.6% | +1.5% |
| 6M | -0.6% | -94.4% | +93.8% | -1.5% |
| YTD | +5.5% | -97.0% | +102.5% | +5.3% |
| 1Y | +15.0% | -98.9% | +113.8% | +15.9% |
| All | +62.3% | -99.4% | +161.6% | +61.2% |
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