+67.8%
M vs WETO
-99.4%
+167.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -5.4% | +13.1% | +7.7% |
| 7D | -4.2% | -4.3% | +0.1% | -4.2% |
| 30D | -7.2% | -39.9% | +32.7% | -6.3% |
| 3M | -11.1% | -97.9% | +86.7% | -9.3% |
| 6M | +28.8% | -95.0% | +123.8% | +30.2% |
| YTD | +2.0% | -97.2% | +99.2% | +2.9% |
| 1Y | +31.3% | -98.9% | +130.2% | +30.8% |
| All | +67.8% | -99.4% | +167.2% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling