-34.8%
IP vs WETO
-99.4%
+64.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.1% | -0.9% |
| 7D | -5.9% | -19.9% | +14.0% | -6.1% |
| 30D | -17.0% | -42.7% | +25.6% | -15.0% |
| 3M | +8.9% | -97.7% | +106.6% | +12.4% |
| 6M | -10.0% | -94.4% | +84.5% | -6.8% |
| YTD | -9.8% | -97.0% | +87.2% | -6.3% |
| 1Y | -22.6% | -98.9% | +76.3% | -19.1% |
| All | -34.8% | -99.4% | +64.6% | -29.4% |
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