-29.2%
IP vs WETO
-99.4%
+70.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -20.8% | +23.0% | +1.9% |
| 7D | -5.3% | -55.4% | +50.2% | -6.1% |
| 30D | -10.9% | -48.5% | +37.6% | -8.9% |
| 3M | +11.2% | -97.5% | +108.7% | +14.7% |
| 6M | -10.2% | -94.2% | +84.0% | -7.1% |
| YTD | -2.0% | -97.0% | +95.0% | +1.8% |
| 1Y | -19.1% | -98.9% | +79.8% | -15.5% |
| All | -29.2% | -99.4% | +70.2% | -23.4% |
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 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