+3.0%
MAR vs WETO
-94.8%
+97.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.1% | +1.7% |
| 7D | -0.5% | -4.3% | +3.8% | -0.5% |
| 30D | -5.4% | -39.9% | +34.5% | -5.7% |
| 3M | -15.5% | -97.9% | +82.4% | -14.2% |
| 6M | +3.0% | -95.0% | +98.0% | +1.2% |
| All | +3.0% | -94.8% | +97.8% | +1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling