+63.4%
M vs WETO
-99.4%
+162.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.1% | +0.9% | -4.2% |
| 7D | -4.1% | -38.7% | +34.6% | -4.3% |
| 30D | -13.6% | -51.3% | +37.7% | -12.9% |
| 3M | -2.3% | -97.8% | +95.5% | -0.3% |
| 6M | +21.9% | -94.8% | +116.7% | +23.2% |
| YTD | -0.6% | -97.2% | +96.6% | +0.3% |
| 1Y | +29.7% | -98.9% | +128.7% | +29.2% |
| All | +63.4% | -99.4% | +162.8% | +61.0% |
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