+194.4%
GEV vs WETO
-99.4%
+293.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.4% | +9.0% | +3.6% |
| 7D | +1.6% | -4.3% | +5.9% | +1.7% |
| 30D | -7.9% | -39.9% | +32.0% | -9.7% |
| 3M | +5.6% | -97.9% | +103.5% | +8.0% |
| 6M | +13.1% | -95.0% | +108.1% | +16.7% |
| YTD | +46.7% | -97.2% | +143.9% | +48.8% |
| 1Y | +51.3% | -98.9% | +150.2% | +50.0% |
| All | +194.4% | -99.4% | +293.8% | +178.0% |
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 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