+35.1%
GS vs WETO
-98.9%
+134.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -7.9% | -0.9% |
| 7D | -1.7% | -19.9% | +18.1% | -1.7% |
| 30D | -0.9% | -42.7% | +41.7% | -1.1% |
| 3M | +2.3% | -97.7% | +100.1% | +5.7% |
| 6M | +23.4% | -94.4% | +117.9% | +21.8% |
| YTD | +17.7% | -97.0% | +114.7% | +18.6% |
| 1Y | +35.1% | -98.9% | +134.0% | +37.8% |
| All | +35.1% | -98.9% | +134.0% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling