+45.3%
HAS vs WETO
-99.4%
+144.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.1% | -5.7% | +1.4% |
| 7D | -3.1% | -19.9% | +16.8% | -3.1% |
| 30D | -6.4% | -42.7% | +36.3% | -5.6% |
| 3M | +10.4% | -97.7% | +108.1% | +10.2% |
| 6M | -3.7% | -94.4% | +90.8% | -2.3% |
| YTD | +12.5% | -97.0% | +109.5% | +14.1% |
| 1Y | +19.8% | -98.9% | +118.7% | +21.7% |
| All | +45.3% | -99.4% | +144.6% | +45.4% |
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