-16.7%
HD vs WETO
-99.4%
+82.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.1% | +4.1% | -1.0% |
| 7D | -1.8% | -38.7% | +36.9% | -1.9% |
| 30D | -10.8% | -51.3% | +40.5% | -10.7% |
| 3M | -2.7% | -97.8% | +95.2% | -1.8% |
| 6M | -10.3% | -94.8% | +84.5% | -9.9% |
| YTD | -7.8% | -97.2% | +89.4% | -7.2% |
| 1Y | -23.1% | -98.9% | +75.8% | -22.5% |
| All | -16.7% | -99.4% | +82.7% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling