-17.2%
HD vs WETO
-99.4%
+82.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +1.0% |
| 7D | -3.8% | -4.3% | +0.5% | -3.8% |
| 30D | -9.4% | -39.9% | +30.5% | -9.3% |
| 3M | -4.6% | -97.9% | +93.3% | -3.7% |
| 6M | -10.1% | -95.0% | +85.0% | -9.7% |
| YTD | -8.3% | -97.2% | +88.8% | -7.7% |
| 1Y | -25.0% | -98.9% | +73.9% | -24.4% |
| All | -17.2% | -99.4% | +82.2% | -16.6% |
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 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