-63.5%
IT vs WETO
-99.4%
+36.0%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.4% | +10.7% | +5.2% |
| 7D | -3.7% | -4.3% | +0.6% | -3.7% |
| 30D | +0.1% | -39.9% | +40.0% | +1.9% |
| 3M | +20.7% | -97.9% | +118.6% | +21.6% |
| 6M | +12.0% | -95.0% | +107.0% | +14.0% |
| YTD | -28.8% | -97.2% | +68.3% | -29.0% |
| 1Y | -25.5% | -98.9% | +73.4% | -28.0% |
| All | -63.5% | -99.4% | +36.0% | -64.3% |
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