+75.2%
GS vs WETO
-99.4%
+174.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.4% | -0.7% |
| 7D | +2.4% | -38.7% | +41.1% | +2.5% |
| 30D | -0.1% | -51.3% | +51.2% | -0.1% |
| 3M | +0.2% | -97.8% | +98.0% | +2.3% |
| 6M | +24.8% | -94.8% | +119.6% | +24.6% |
| YTD | +18.8% | -97.2% | +115.9% | +19.0% |
| 1Y | +37.3% | -98.9% | +136.3% | +37.7% |
| All | +75.2% | -99.4% | +174.6% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling