+47.5%
HAS vs WETO
-99.4%
+146.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.4% | +7.0% | +1.5% |
| 7D | -1.1% | -4.3% | +3.2% | -1.1% |
| 30D | -2.8% | -39.9% | +37.1% | -1.9% |
| 3M | +10.1% | -97.9% | +108.0% | +9.9% |
| 6M | -1.4% | -95.0% | +93.7% | 0.0% |
| YTD | +14.2% | -97.2% | +111.3% | +15.9% |
| 1Y | +18.2% | -98.9% | +117.1% | +20.0% |
| All | +47.5% | -99.4% | +146.9% | +47.6% |
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