+49.6%
GLD vs WETO
-99.4%
+149.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.1% | -8.8% | -1.7% |
| 7D | -3.4% | -19.9% | +16.5% | -3.4% |
| 30D | -1.1% | -42.7% | +41.5% | -0.3% |
| 3M | +5.8% | -97.7% | +103.5% | +5.6% |
| 6M | -17.1% | -94.4% | +77.4% | -15.4% |
| YTD | 0.0% | -97.0% | +97.0% | +1.6% |
| 1Y | +18.2% | -98.9% | +117.1% | +19.6% |
| All | +49.6% | -99.4% | +149.0% | +46.2% |
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 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