+22.6%
GFS vs WETO
-99.4%
+122.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.4% | +7.6% | +2.2% |
| 7D | +3.8% | -4.3% | +8.2% | +3.9% |
| 30D | -11.7% | -39.9% | +28.2% | -14.2% |
| 3M | -41.8% | -97.9% | +56.1% | -39.0% |
| 6M | +6.6% | -95.0% | +101.7% | +9.0% |
| YTD | +34.6% | -97.2% | +131.8% | +36.9% |
| 1Y | +46.2% | -98.9% | +145.1% | +47.3% |
| All | +22.6% | -99.4% | +122.0% | +23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling