+22.4%
MAR vs WETO
-99.4%
+121.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.9% |
| 3M | -15.5% | -97.9% | +82.4% | -14.3% |
| 6M | +3.0% | -95.0% | +98.0% | +2.1% |
| YTD | +8.5% | -97.2% | +105.7% | +8.0% |
| 1Y | +26.0% | -98.9% | +124.9% | +26.2% |
| All | +22.4% | -99.4% | +121.8% | +24.6% |
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