-7.5%
MKTX vs WETO
-98.9%
+91.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -20.8% | +20.8% | -0.2% |
| 7D | +0.4% | -55.4% | +55.8% | -0.2% |
| 30D | +1.1% | -48.5% | +49.6% | +2.9% |
| 3M | +36.1% | -97.5% | +133.6% | +35.6% |
| 6M | -12.9% | -94.2% | +81.3% | -10.6% |
| YTD | -8.5% | -97.0% | +88.5% | -9.2% |
| 1Y | -7.5% | -98.9% | +91.4% | -12.1% |
| All | -7.5% | -98.9% | +91.3% | -12.1% |
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