+13.0%
GEN vs WETO
-99.4%
+112.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.3% | +0.8% |
| 7D | -4.3% | -19.9% | +15.5% | -4.5% |
| 30D | +3.8% | -42.7% | +46.4% | +4.5% |
| 3M | +22.3% | -97.7% | +120.0% | +25.1% |
| 6M | +39.0% | -94.4% | +133.4% | +39.7% |
| YTD | +11.9% | -97.0% | +108.9% | +12.3% |
| 1Y | +4.5% | -98.9% | +103.4% | +4.2% |
| All | +13.0% | -99.4% | +112.4% | +10.5% |
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