-11.3%
IR vs WETO
-99.4%
+88.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.1% | +3.1% | -2.1% |
| 7D | -1.9% | -38.7% | +36.8% | -2.2% |
| 30D | -15.0% | -51.3% | +36.3% | -14.7% |
| 3M | -0.4% | -97.8% | +97.4% | +1.2% |
| 6M | -15.0% | -94.8% | +79.7% | -15.4% |
| YTD | -7.1% | -97.2% | +90.1% | -6.8% |
| 1Y | -7.5% | -98.9% | +91.4% | -6.5% |
| All | -11.3% | -99.4% | +88.1% | -10.7% |
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