-3.0%
MDLN vs WETO
-99.0%
+96.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.5% |
| 7D | +24.2% | +4.4% | +19.8% | +24.2% |
| 30D | +11.8% | -17.8% | +29.6% | +11.8% |
| 3M | +8.4% | -83.1% | +91.5% | +7.7% |
| 6M | -12.3% | -98.3% | +86.1% | -11.2% |
| YTD | -5.3% | -99.0% | +93.7% | -9.1% |
| All | -3.0% | -99.0% | +96.0% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling