+74.9%
HWM vs WETO
-99.4%
+174.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.1% | +5.6% | +0.5% |
| 7D | -8.0% | -38.7% | +30.6% | -7.9% |
| 30D | -18.0% | -51.3% | +33.3% | -18.5% |
| 3M | -9.5% | -97.8% | +88.3% | -11.2% |
| 6M | -8.4% | -94.8% | +86.4% | -9.3% |
| YTD | +13.6% | -97.2% | +110.8% | +13.0% |
| 1Y | +30.2% | -98.9% | +129.2% | +30.4% |
| All | +74.9% | -99.4% | +174.4% | +73.7% |
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